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Parametric Tests and Estimation of Mean Change in Discrete Distributions
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 Title & Authors
Parametric Tests and Estimation of Mean Change in Discrete Distributions
Kim, Jae-Hee; Cheon, Soo-Young;
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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.
Binomial distribution;change-point;likelihood;mean change;Ornstein-Uhlenbeck process;Poisson distribution;
 Cited by
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