Change point problems, Advanced Statistics

Change point problems: Problems with chronologically ordered data collected over the period during which there is known to have been a change in the underlying data generation course. Interest then lies in, retrospectively, making the inferences about the time period or position in the sequence in which the change occurred. A well known example is the Lindisfarne scribes data in which a count is made of the occurrences of the certain type of pronoun ending observed in 13 chronologically order edmedievalmanu scripts thought to be the work of more than one author. A plot of data shows strong evidence of a change point in the below drawn figure. An easy example of the possible model for such a problem is as follows

2053_change point problems.png  

1645_change point problems1.png 

Interest would centre on estimating parameters in the model specifically the change point, τ 

Posted Date: 7/26/2012 6:15:57 AM | Location : United States







Related Discussions:- Change point problems, Assignment Help, Ask Question on Change point problems, Get Answer, Expert's Help, Change point problems Discussions

Write discussion on Change point problems
Your posts are moderated
Related Questions
Centile reference charts : Charts which are used inmedicine to observe the clinical measurements on individual patients in the context of the population values. If the population i

Non-identified response is a term used to signify censored observations in survival data, which are not independent of the endpoint of the interest. Such observations can happen f

Morbidity is the term used in the epidemiological studies to describe sickness in the human populations. The WHO Expert Committee on the Health Statistics noted in its sixth repor

Formal graphical representation of the "causal diagrams" or the "path diagrams" where the  relationships are directed but acyclic (that is no feedback relations allowed). Plays an

An auditor for a government agency needs to evaluate payments for doctors' office visits paid by Medicare in a small regional town during the month of June. A total of 25,056 visit

Negative binomial distribution is the probability distribution of number of failures, X, before the kth success in the sequence of Bernoulli trials where the probability of succes

Knox's tests: These tests designed to detect any tendency for the patients with a particular disease to form the disease cluster in time and space. The tests are relied on a two-b

The function of a variable t which, when extended formally as a power series in t, yields factorial moments as the coefficients of the respective powers. If the P(t) is probability

A directed graph is simple if each ordered pair of vertices is the head and tail of at most one edge; one loop may be present at each vertex. For each n ≥ 1, prove or disprove the

The phrase first spoken by one of the witches in Macbeth. Now this is used to describe the exponential rise in the number of possible locations in the multivariate space as dimensi