Abstract
In the paper, we present details of a statistical procedure for detecting an unknown change-point for a sequence of Poisson variables. The new methodology is based on a goodness of fit formulation. It has been tested on a variety of simulated and actual datasets, including a number, well-known from the literature. The procedure has been found to be particularly appropriate to problems where either an abrupt change or a cumulative change in the value of a Poisson parameter has occurred after an unknown point.
| Original language | English |
|---|---|
| Title of host publication | host publication |
| Publication status | Published - 2012 |
| Event | Second International Conference on Stochastic Models, Techniques & Data Analysis (SMTDA 2012). - Chania, Crete Duration: 8 Jun 2012 → 11 Jun 2012 |
Conference
| Conference | Second International Conference on Stochastic Models, Techniques & Data Analysis (SMTDA 2012). |
|---|---|
| City | Chania, Crete |
| Period | 8/06/12 → 11/06/12 |