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

DOI10.1081/STA-120003649zbMATH Open1075.62556OpenAlexW2045992928MaRDI QIDQ4449023FDOQ4449023

Narayanaswamy Balakrishnan, A. J. Quiroz, 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

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zbMATH Keywords

Change-point problemsIndependent Bernoulli trialLarge order statistics

Mathematics Subject Classification ID

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

Cites Work

• Estimating the number of change-points via Schwarz' criterion
• Title not available (Why is that?)
• A Bayesian Analysis for Change Point Problems
• Runs and scans with applications
• Title not available (Why is that?)

Cited In (1)

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

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