Inference for Binomial Change-point Data

James Freeman, Christos H Skiadas (Editor), N Limnios (Editor), G Saporta (Editor)

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In this paper 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 languageEnglish
Title of host publicationThe 12th International Conference on Applied Stochastic Models and Data Analysis (ASMDA 2007)
EditorsChristos H Skiadas, N Limnios, G Saporta
PublisherBirkhäuser Boston
Publication statusPublished - Jun 2007
EventThe 12th International Conference on Applied Stochastic Models and Data Analysis (ASMDA 2007) - Chania, Crete, Greece
Duration: 29 May 20071 Jun 2007

Conference

ConferenceThe 12th International Conference on Applied Stochastic Models and Data Analysis (ASMDA 2007)
CityChania, Crete, Greece
Period29/05/071/06/07

Keywords

  • Binomial parameter, Change point, Goodness of fit

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