Search    
IP Address: 38.107.191.*      
Login
Individual Subscriber Registration
Login Forgot Password?
 
Author Login
Author Registration
Login Forgot Password?
   

Announcement

The Pushpa Publishing House proposes to organize a five day "International Conference on Mathematics of Date" from December 31, 2010 to January 04, 2011 scheduled to be held at Allahabad, India.

 
  Advances and Applications in Statistics  
 ISSN: 0972-3617
 
 
 

     Advances and Applications in Statistics
    Volume 14, Issue 2, Pages 145 - 155 (February 2010)


TEST FOR A CHANGE POINT IN POISSON PROCESS WITH APPLICATIONS TO THE BRITISH COAL MINING DISASTERS AND THE AIR TRAFFIC FLOW DATA SET

Ayten Yiğiter and Ceyhan İnal

Received July 15, 2009

References:



[1] V. E. Akman and A. E. Raftery, Asymptotic inference for a change-point Poisson process, Ann. Statist. 14(4) (1986), 1583-1590.

[2] H. Boudjellaba, B. MacGibbon and P. Sawyer, On exact inference for change in a Poisson sequence, Comm. Statist. Theory Methods 30(3) (2001), 407-434.

[3] S. Fotopoulos and V. Jandhyala, Maximum likelihood estimation of a change-point for exponentially distributed random variables, Statist. Probab. Lett. 51(4) (2001), 423 429.

[4] E. Gombay and L. Horváth, Asymptotic distributions of maximum likelihood tests for change in the mean, Biometrika 77(2) (1990), 411-414.

[5] E. Gombay and L. Horváth, An application of the maximum likelihood test to the change-point problem, Stochastic Proccess. Appl. 50(1) (1994), 161-171.

[6] P. Haccou, E. Meelis and S. van de Geer, The likelihood ratio test for the change point problem for exponentially distributed random variables, Stochastic Process. Appl. 27(1) (1987), 121-139.

[7] D. V. Hinkley, Inference about the change-point in a sequence of random variables, Biometrika 57(1) (1970), 1-17.

[8] D. V. Hinkley and E. A. Hinkley, Inference about the chance-point in a sequence of binomial variables, Biometrika 57(3) (1970), 477-488.

[9] D. A. Hsu, Detecting shifts of parameter gamma sequences with applications to stock price and air traffic flow analysis, J. Amer. Statist. Asso. 74 (1979), 31-40.

[10] V. K. Jandhyala and S. B. Fotopoulos, Capturing the distributional behaviour of the maximum likelihood estimator of a change point, Biometrika 86(1) (1999), 129-140.

[11] V. K. Jandhyala and S. B. Fotopoulos, Rate of convergence of the maximum likelihood estimate of a change-point, Sankhyā Ser. A 63(2) (2001), 277-285.

[12] R. G. Jarrett, A note on the intervals between coal-mining disasters, Biometrika 66(1) (1979), 191-193.

[13] C. R. Loader, A log-linear model for a Poisson process change point, Ann. Statist. 20(3) (1992), 1391-1411.

[14] A. E. Raftery and V. E. Akman, Bayesian analysis of a Poisson process with a change point, Biometrika 73(1) (1986), 85-89.

[15] A. Ramanayake, Tests for a change point in the shape parameter of gamma random variables, Comm. Statist. Theory Methods 33(4) (2004), 821-833.

[16] R. W. West and R. T. Ogden, Continuous-time estimation of a change-point in a Poisson process, J. Statist. Comput. Simul. 56 (1997), 293-302.

[17] K. J. Worsley, Confidence regions and test for a change-point in a sequence of exponential family random variables, Biometrika 73(1) (1986), 91-104.

[18] K. J. Worsley, The power of likelihood ratio and cumulative sum tests for a change in a binomial probability, Biometrika 70(2) (1983), 455-464.

Keywords and phrases: change point, likelihood ratio, Poisson process.

 


Previous Article    Next Article

 
       

© Copy Right  PUSHPA PUBLISHING HOUSE, Vijaya Niwas, 198, Mumfordganj, Allahabad-211002, India