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多个变化点的最大似然估计AI 解读

Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points is discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented.…

定位伯努利变量序列中的变化区段AI 解读

The theory underlying inferences about a single change point in a sequence of independent Bernoulli variables is extended to the two change points problem where the distance between the two change points is known, namely a changed segment. Both null and nonnull distributions of the log likelihood ratio for testing the hypothesis that there is no changed segment against the alternative that there is one of specified length are derived using recurrence equations. The…

多个变点的极大似然估计AI 解读

Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points is discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented.…

伯努利变量序列中变化区段的定位AI 解读

The theory underlying inferences about a single change point in a sequence of independent Bernoulli variables is extended to the two change points problem where the distance between the two change points is known, namely a changed segment. Both null and nonnull distributions of the log likelihood ratio for testing the hypothesis that there is no changed segment against the alternative that there is one of specified length are derived using recurrence equations. The…