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Chapitre D'ouvrage Année : 2011

PROBLEM OF CHANGE-POINT DETECTION FOR NORMAL AND POISSON OBSERVATIONS

Résumé

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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Dates et versions

hal-01125972 , version 1 (06-03-2015)

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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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