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[GJ11] PROBLEM OF CHANGE-POINT DETECTION FOR NORMAL AND POISSON OBSERVATIONSChapitres de Livre : Titre du livre: "Statistics in Scientific Investigation", December 2011, UTM Press, pp. xx,Mots clés: Change-point, likelihood ratio, estimator, normal distribution, Poisson distribution.
Résumé:
Inference is considered about the point in a sequence of random variables at which the probability distribution changes. In particular, we consider two cases: the first case a normal distribution with changing mean and variance and the second case a Poisson distribution with changing in parameter.
Equipe:
msdma
BibTeX
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