Analysis of Change Points With Bayes Factor, Thresholds, and CUSUM

Lucila Muniz Merino, Bulmaro Juarez Hernandez and Hugo A. Cruz Suarez

International Journal of Statistics and Probability, 2021, vol. 10, issue 3, 31

Abstract: In this work, an analysis of change points is made with the Bayes factor, thresholds, and cumulative sum (CUSUM) statistics methods. For the analysis of change points with the Bayes factor, Poisson data were simulated; the threshold method was worked with a regression and data of the National Institute of Statistics, Geography and Informatics (INEGI) of Mexico and coronavirus were used for the CUSUM.

Date: 2021
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