<abstract xmlns="http://www.w3.org/1999/xhtml"><p> Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however, newly developed and a Pascal program is given in the Appendix. These methods are extended to the slope change-point model in Section 3. The approach is essentially the same as that of Section 2 but the algorithm is now based on the second-order Markov property and becomes a little more complicated. The Pascal program related to the slope change-point model is supported on the website, URL: https://corec.meisei-u.ac.jp/labs/hirotsu/.</p></abstract>

Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however, newly developed and a Pascal program is given in the Appendix. These methods are extended to the slope change-point model in Section 3. The approach is essentially the same as that of Section 2 but the algorithm is now based on the second-order Markov property and becomes a little more complicated. The Pascal program related to the slope change-point model is supported on the website, URL: https://corec.meisei-u.ac.jp/labs/hirotsu/.

An algorithm for a new method of change-point analysis in the independent Poisson sequence

Biometrical Letters

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The...

An algorithm for a new method of change-point analysis in the independent Poisson sequence

Pubblicato online: 13 giu 2017

Pagine: 1 - 24

DOI: https://doi.org/10.1515/bile-2017-0001

Parole chiave
Convexity hypothesis, Markov property, Monotone hypothesis, Slope change point model, Step change point model

© by Chihiro Hirotsu

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

An algorithm for a new method of change-point analysis in the independent Poisson sequence

Pubblicato online: 13 giu 2017

Pagine: 1 - 24

DOI: https://doi.org/10.1515/bile-2017-0001

Parole chiaveConvexity hypothesis, Markov property, Monotone hypothesis, Slope change point model, Step change point model

© by Chihiro Hirotsu

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Parole chiave
Convexity hypothesis, Markov property, Monotone hypothesis, Slope change point model, Step change point model