Accession Number : ADA186030

Title :   Detecting and Interval Estimation About a Slope Change Point.

Descriptive Note : Technical rept.,

Corporate Author : PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s) : Krishnaiah, P R ; Miao, B Q

PDF Url : ADA186030

Report Date : Jun 1987

Pagination or Media Count : 30

Abstract : In this paper, the authors consider the problem of change points using Gaussian process. The distribution of the statistic to estimate a change point constructed in this paper can be approximated by the first type of extrimal distribution. Based on this, detection and interval estimation of a change point in various situations are discussed. Keywords: Variance; Heuristic methods; Asymptotic normality.

Descriptors :   *STATISTICAL DISTRIBUTIONS, *INTERVALS, *SLOPE, ASYMPTOTIC NORMALITY, DETECTION, ESTIMATES, HEURISTIC METHODS, WHITE NOISE, BROWNIAN MOTION, MULTIVARIATE ANALYSIS, APPROXIMATION(MATHEMATICS)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE