Multiple Change Points and Alternating Segments in Binary Trials with Dependence
In Krauth (2003) we derived modified maximum likelihood estimates to identify change points and changed segments in Bernoulli trials with dependence. Here, we extend these results to the situation of multiple change points in an alternating-segments model (Halpern (2000)) and to a more general multiple change-points model. Both situations are of interest, e.g., in molecular biology when analyzing DNA sequences.
KeywordsChange Point Binary Sequence Markov Chain Model Bernoulli Trial Mersenne Twister
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