Inference about the change-point in a sequence of binomial variables

by: David V Hinkley, Elizabeth A Hinkley

Biometrika, Vol. 57, No. 3. (1 December 1970), pp. 477-488.

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Abstract

The problem of making inferences about the point in a sequence of zero-one variables at which the binomial parameter changes is considered. The asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk- results. The asymptotic distributions of likelihood ratio statistics for testing hypothesis about the change-point are also obtained. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. 10.1093/biomet/57.3.477

@article{citeulike:1595294, abstract = {The problem of making inferences about the point in a sequence of zero-one variables at which the binomial parameter changes is considered. The asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk- results. The asymptotic distributions of likelihood ratio statistics for testing hypothesis about the change-point are also obtained. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. 10.1093/biomet/57.3.477}, author = {Hinkley, David V. and Hinkley, Elizabeth A. }, citeulike-article-id = {1595294}, doi = {http://dx.doi.org/10.1093/biomet/57.3.477}, journal = {Biometrika}, keywords = {edge-detector, theory}, month = {December}, number = {3}, pages = {477--488}, posted-at = {2007-08-26 23:30:21}, priority = {2}, title = {Inference about the change-point in a sequence of binomial variables}, url = {http://dx.doi.org/10.1093/biomet/57.3.477}, volume = {57}, year = {1970} }

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TY - JOUR ID - citeulike:1595294 L3 - citeulike-article-id:1595294 TI - Inference about the change-point in a sequence of binomial variables JF - Biometrika VL - 57 IS - 3 SP - 477 EP - 488 N2 - The problem of making inferences about the point in a sequence of zero-one variables at which the binomial parameter changes is considered. The asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk- results. The asymptotic distributions of likelihood ratio statistics for testing hypothesis about the change-point are also obtained. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. 10.1093/biomet/57.3.477 KW - edge-detector KW - theory AU - Hinkley, David AU - Hinkley, Elizabeth PY - 1970/12/01/ UR - http://dx.doi.org/10.1093/biomet/57.3.477 ER -

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