JOURNAL BROWSE
Search
Advanced SearchSearch Tips
Parametric Tests and Estimation of Mean Change in Discrete Distributions
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
Parametric Tests and Estimation of Mean Change in Discrete Distributions
Kim, Jae-Hee; Cheon, Soo-Young;
  PDF(new window)
 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.
 Keywords
Binomial distribution;change-point;likelihood;mean change;Ornstein-Uhlenbeck process;Poisson distribution;
 Language
English
 Cited by
 References
1.
Chen, J. and Gupta, A. K. (2000). Parametric Statistical Change Point Analysis, Birkhauser, Berlin

2.
Fitzgibbon, L. J., Dowe, D. L. and Allison, L. (2002). Change-point estimation using new minimum message length approximations, Lecture Notes In Computer Science, 2417, 244-254

3.
Gombay, E. and Horvath, L. (1990). Asymptotic distributions of maximum likelihood tests for change in the mean, Biometrika, 77, 411-414 crossref(new window)

4.
Hawkins, D. M. (2001). Fitting multiple change-point models to data, Computational Statistics and Data Analysis, 37, 323-341 crossref(new window)

5.
Hinkley, D. V. and Hinkley, E. A. (1970). Inference about the change-point in a sequence of binomial random variables, Biometrika, 57, 477-488 crossref(new window)

6.
Perry, M. B. and Pignatiello, J. R. (2008). A change point model for the location parameter of expo-nential family densities, lEE Transactions, 40, 947-956 crossref(new window)

7.
Pettit, A. N. (1980). A Simple cumulative sum type statistics for the change-point problem with zero-one observations, Biometrika, 67, 79-84 crossref(new window)

8.
Simpkin, J. M. and Downham, D. Y. (2006). Testing for a change-point in registry data with an example on hypospadias, Statistics in Medicine, 7, 387-393 crossref(new window)

9.
Worsley, K. J. (1983). The power of likelihood ratio and cumulative sum tests for a change in a binomial probability, Biometrika, 70, 455-464 crossref(new window)