
Accession Number : AD0714818
Title : Inference About the ChangePoint 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 zeroone variables at which the binomial parameter changes. The asymptotic distribution of the maximum likelihood estimate of the changepoint is derived in computable form using random walk results. The asymptotic distributions of likelihood ratio statistics are obtained for testing hypotheses about the changepoint. 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