be a sequence of independent normal random variables with parameters (
2 1), (
2 2),…, (
), respectively. In this chapter, different types of change point problems with regard to the mean, variance, and mean and variance are discussed. For simplicity and illustration purposes, we familiarize readers with the three types of changes in the normal sequence by presenting the following three figures, where Figure 2.1 represents a sequence of normal observations with a mean change, Figure 2.2 shows a variance change in the normal observations, and Figure 2.3 indicates a mean and variance change in the sequence of normal observations.