How to select good homogeneity test from following results?

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Naveed Ahmed

Oluwafemi Adeyeri Hi dear, Please give your expert opinion.

Oluwafemi Adeyeri

Hi Naveed,

The different tests have different degree of sensitivity to the different portions of the series.

For example, standard normal homogeneity test (SNHT) is sensitive to change point towards the beginning and end of the data series while Buishand’s and Pettitt’s tests are sensitive to changes in the middle of a series.

Please, see the attached file.

So, it depends on your objective.