- Change-Point Problems in a Sequence of Binomial Variables
- Change-Point Problems in a Sequence of Binomial Variables
- ㆍ 저자명
- Jeong. Kwang-Mo
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 1996년|3권 2호|pp.175-185 (11 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
For the Change-point problem in a sequence of binomial variables we consider the maximum likelihood estimator (MLE) of unknown change-point. Its asymptotic distribution is quite limited in the case of binomial variables with different numver of trials at each time point. Hinkley and Hinkley (1970) gives an asymptotic distribution of the MLE for a sequence of Bernoulli random variables. To find the asymptotic distribution a numerical method such as bootstrap can be used. Another concern of our interest in the inference on the change-point and we derive confidence sets based on the liklihood ratio test(LRT). We find approximate confidence sets from the bootstrap distribution and compare the two results through an example.