Univariate Normal Model

Jie Chen () and Arjun K. Gupta ()
Additional contact information
Jie Chen: University of Missouri-Kansas City, Department of Mathematics and Statistics
Arjun K. Gupta: Bowling Green State University, Department of Mathematics and Statistics

Chapter Chapter 2 in Parametric Statistical Change Point Analysis, 2012, pp 7-88 from Springer

Abstract: Abstract Let x1, x2,…, xn be a sequence of independent normal random variables with parameters (U 1, s2 1), (U2, s2 2),…, (Un, s2n), respectively. In this chapter, different types of change point problems with regard to the mean, variance, and mean and variance are discussed. For simplicity and illustration purposes, we familiarize readers with the three types of changes in the normal sequence by presenting the following three figures, where Figure 2.1 represents a sequence of normal observations with a mean change, Figure 2.2 shows a variance change in the normal observations, and Figure 2.3 indicates a mean and variance change in the sequence of normal observations.

Keywords: Change Point; Iterate Logarithm; Change Point Analysis; Circular Binary Segmentation; aCGH Data (search for similar items in EconPapers)
Date: 2012
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-4801-5_2

Ordering information: This item can be ordered from
http://www.springer.com/9780817648015

DOI: 10.1007/978-0-8176-4801-5_2

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().