Accession Number : ADA181075

Title :   Confidence Sets in Change-Point Problems. Revision.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Siegmund,David

PDF Url : ADA181075

Report Date : May 1987

Pagination or Media Count : 34

Abstract : Several methods are discussed for confidence set estimation of a change-point in a sequence of independent observations from completely specified distribution. The method based on the likelihood ratio statistic is extended to the case of independent observations from an exponential family. Joint confidence sets for the change-point and the parameters of the exponential family are also considered. Keywords: Change-point, Likelihood ratio, Boundary crossing probabilities; Random variable.

Descriptors :   *CONFIDENCE LEVEL, *DISTRIBUTION FUNCTIONS, BOUNDARIES, CROSSINGS, PROBABILITY, ESTIMATES, OBSERVATION, SEQUENCES, RANDOM VARIABLES, MAXIMUM LIKELIHOOD ESTIMATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE