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PROBLEM OF CHANGE-POINT DETECTION FOR NORMAL AND POISSON OBSERVATIONS

Abstract : Inference is considered about the point in a sequence of random variables at which the probability distribution changes. In particular, we consider two cases: the first case a normal distribution with changing mean and variance and the second case a Poisson distribution with changing in parameter.
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https://hal.archives-ouvertes.fr/hal-01125972
Contributor : Laboratoire Cedric <>
Submitted on : Friday, March 6, 2015 - 11:35:13 AM
Last modification on : Wednesday, January 22, 2020 - 1:44:01 PM

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  • HAL Id : hal-01125972, version 1

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Dariush Ghorbanzadeh, Luan Jaupi. PROBLEM OF CHANGE-POINT DETECTION FOR NORMAL AND POISSON OBSERVATIONS. UTM Press. Statistics in Scientific Investigation, 2011. ⟨hal-01125972⟩

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