Inference About the Change-Point in a Sequence of Binomial Variables.

Abstract

The report discusses the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes. 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 are obtained for testing hypotheses about the change-point. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 16, 1970
Accession Number
AD0714818

Entities

People

  • David V. Hinkley
  • Elizabeth A. Hinkley

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Binomials
  • Data Science
  • Hypotheses
  • Information Science
  • Mathematics
  • Random Walk
  • Sequences
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms