Confidence Sets for a Change-Point.

Abstract

Several methods are discussed for confidence set estimation of a change-point in a sequence of independent observations from completely specified distributions. The method based on the likelihood ratio statistic is extended to the case of independent observations from a one parameter exponential family. Joint confidence sets for the change-point and the parameters of the exponential family are also considered.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1986
Accession Number
ADA173895

Entities

People

  • David Siegmund

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Accidents
  • Boundaries
  • Brownian Motion
  • California
  • Coal
  • Crossings
  • Distribution Functions
  • Integrals
  • New York
  • Normal Distribution
  • Probability
  • Random Variables
  • Sequences
  • Sequential Analysis
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.