Detailed Information
Cited 0 time in 
Cited 0 time in 
Cited 0 time in
Metadata Downloads
Parametric Tests and Estimation of Mean Change in Discrete DistributionsParametric Tests and Estimation of Mean Change in Discrete Distributions
- Other Titles
- Parametric Tests and Estimation of Mean Change in Discrete Distributions
- Issue Date
- 2009
- Publisher
- 한국통계학회
- Keywords
- Binomial distribution; change-point; likelihood; mean change; Ornstein-Uhlenbeck process; Poisson distribution
- Citation
- Communications for Statistical Applications and Methods, v.16, no.3, pp.511 - 518
- Indexed
- KCI
- Volume
- 16
- Number
- 3
- Start Page
- 511
- End Page
- 518
- ISSN
- 2287-7843
- Abstract
- We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.
- Files in This Item
- There are no files associated with this item.
- Appears in
Collections - Graduate School > Department of Applied Statistics > 1. Journal Articles
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.