Parametric Tests and Estimation of Mean Change in Discrete Distributions

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 3, 2009, pp.511-518
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.3.511

Title & Authors

Parametric Tests and Estimation of Mean Change in Discrete Distributions

Kim, Jae-Hee; Cheon, Soo-Young;

Kim, Jae-Hee; Cheon, Soo-Young;

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

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