Change point problems, Advanced Statistics

Assignment Help:

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 


Related Discussions:- Change point problems

Quantitative Methods, After graduating from Tech Julia was unable to find r...

After graduating from Tech Julia was unable to find regular employment and approached the Director of Athletics at Tech to request that she remain a vendor of the following year.

Factorization theorem, The theorem relating structure of the likelihood to ...

The theorem relating structure of the likelihood to the concept of the sufficient statistic. Officially the necessary and sufficient condition which a statistic S be sufficient for

Exploratory data analysis, The approach to data analysis which emphasizes t...

The approach to data analysis which emphasizes the use of informal graphical procedures not based on former assumptions about structure of the data or on the formal models for the

Explain prevalence, Prevalence : The measure of the number of people in a p...

Prevalence : The measure of the number of people in a population who have a certain disease at a given point in time. It c an be measured by two methods, as point prevalence and p

Describe human capital model, Human capital model : The model for evaluatin...

Human capital model : The model for evaluating the economic implication of the disease in terms of the economic loss of a person succumbing to morbidity or the mortality at some pa

Latent class analysis, Latent class analysis is a technique of assessing w...

Latent class analysis is a technique of assessing whether the set of observations including q categorical variables, in specific, binary variables, consists of the number of diffe

Public network, This is given by common network e.g. Phone Company. The pub...

This is given by common network e.g. Phone Company. The public networks are those networks, which are given by common carriers. It can be a telephone company or an other organizati

Residual, regression line drawn as Y=C+1075x, when x was 2, and y was 239, ...

regression line drawn as Y=C+1075x, when x was 2, and y was 239, given that y intercept was 11. calculate the residual

Baddeley''smetric, Baddeley'smetric : A manner of measuring the 'error' in ...

Baddeley'smetric : A manner of measuring the 'error' in the image processing technique or method. The metric is derived using the fundamental theory from the stochastic geometry an

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd