Abstract
In this chapter we describe a procedure for detecting a systematic change in parameter for a sequence of binomial variables. The procedure is based on a goodness of fit argument. Tests for an unknown change point are given. The procedure is found to be appropriate to problems in which the data series has been subject to a single discrete change in binomial parameter or where there have been cumulative changes in binomial parameter, before or after an unknown point.
| Original language | English |
|---|---|
| Title of host publication | Advances in Data Analysis |
| Place of Publication | Boston |
| Publisher | Birkhäuser Verlag Ag |
| Pages | 349-356 |
| Publication status | Published - 2009 |
Keywords
- Binomial parameter
- Change point
- Goodness of fit