Accession Number : AD0714818
Title : Inference About the Change-Point in a Sequence of Binomial Variables.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS
Personal Author(s) : Hinkley,David V. ; Hinkley,Elizabeth A.
Report Date : 16 NOV 1970
Pagination or Media Count : 36
Abstract : The report discusses the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes. The asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results. The asymptotic distributions of likelihood ratio statistics are obtained for testing hypotheses about the change-point. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. (Author)
Descriptors : (*STATISTICAL DISTRIBUTIONS, DECISION THEORY), STATISTICAL TESTS, STOCHASTIC PROCESSES, RANDOM VARIABLES, MONTE CARLO METHOD, SAMPLING, SEQUENCES(MATHEMATICS), NUMERICAL ANALYSIS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE