Communications for Statistical Applications and Methods

  • 제16권3호
  • /
  • Pages.511-518
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  • 2009
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Parametric Tests and Estimation of Mean Change in Discrete Distributions

  • Kim, Jae-Hee (Department of Statistics, Duksung Women's University) ;
  • Cheon, Soo-Young (KU Industry-Academy Cooperation Group Team of Economics and Statistics, Korea University)
  • 발행 : 2009.05.31
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초록

We consider the problem of testing for change and estimating the unknown change-point in a sequence of time-ordered observations from the binomial and Poisson distributions. Including the likelihood ratio test, Gombay and Horvath (1990) tests are studied and the proposed change-point estimator is derived from their test statistic. A power study of tests and a comparison study of change-point estimators are done via simulation.

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참고문헌

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