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Multiple Change-Point Problems

  • Mayer Alvo
  • Philip L. H. Yu
Chapter
Part of the Springer Series in the Data Sciences book series (SSDS)

Abstract

In the classical formulation of the single change-point problem , there is a sequence X1, , Xn of independent continuous random variables such that the Xi for iτ have a common distribution function \(F_{1}\left (x\right )\) and those for i > τ a common distribution \(F_{2}\left (x\right )\). It is of interest to test the hypothesis of “no change,” i.e., τ = n against the alternative of a change, 1 ≤ τ < n. 

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  • Mayer Alvo
    • 1
  • Philip L. H. Yu
    • 2
  1. 1.Department of Mathematics and StatisticsUniversity of OttawaOttawaCanada
  2. 2.Department of Statistics and Actuarial ScienceUniversity of Hong KongHong KongChina

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