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

Quota sample, Quota sample is the sample in which the units are not select...

Quota sample is the sample in which the units are not selected at the random, but in terms of a particular number of units in each of a number of categories; for instance, 10 men

Distribution free methods, The statistical methods for estimation and infer...

The statistical methods for estimation and inference which are based on a function of sample observations, probability distribution of which does not rely upon a complete speci?cat

Define high-dimensional data, High-dimensional data : This term used for da...

High-dimensional data : This term used for data sets which are characterized by the very large number of variables and a much more modest number of the observations. In the 21 st

Clinical trials, Clinical trials : Medical experiments designed to assess w...

Clinical trials : Medical experiments designed to assess which of two or more treatments is much more effective. It is based on one of the oldest philosophy of the scienti?c resear

Define probability judgements, Probability judgements : Human beings often ...

Probability judgements : Human beings often require assessing the probability which some event will occur and accuracy of these probability judgements often determines success of o

Pre analysis data screening, need answers to questions in book advanced and...

need answers to questions in book advanced and multivariate statistical methods

Sequencing of 4 machines, how to resolve sequencing problem if jobs 6 given...

how to resolve sequencing problem if jobs 6 given and 4 machines given. how to apply johnson rule for making to machines under this conditions. please give solution as soon as poss

Probability., 5. Packages from a machine a normally distributed with a mean...

5. Packages from a machine a normally distributed with a mean 200g and its standard deviation 2grams. Find the probability that a package from the machine weighs a) Less than

Extreme values, The biggest and smallest variate values among the sample of...

The biggest and smallest variate values among the sample of observations. Significant in various regions, for instance flood levels of the river, speed of wind and snowfall.

Dendro gram, A term commonly encountered in the application of the agglomer...

A term commonly encountered in the application of the agglomerative hierarchical clustering techniques, where it refers to the 'tree-like' diagram illustrating the series of steps

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