USING LARGE ORDER STATISTICS OF RUNS FOR TRACKING A CHANGING BERNOULLI PROBABILITY

DOI10.1081/STA-120003649MaRDI QIDQ4449023zbMATH OpenOpenAlexFDO

Authors A. J. Quiroz, Narayanaswamy Balakrishnan, M. R. Brito

Publication date 4 February 2004

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120003649

zbMATH Keywords

Change-point problemsIndependent Bernoulli trialLarge order statistics

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05)

Recommendations

• On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials
• On run statistics for binary trials
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• A Runs Test Based on Run Lengths
• Locating a changed segment in a sequence of Bernoulli variables

Cites work

• A Bayesian Analysis for Change Point Problems
• Estimating the number of change-points via Schwarz' criterion
• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• scientific article; zbMATH DE number 627762 (Why is no real title available?)
• Runs and scans with applications

Cited in

(1)

• Some Recent Results on Monitoring the Rate of a Rare Event

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