Estimating the number of change points in a sequence of independent normal random variables with unequal means or variances

碩士 === 國立中興大學 === 應用數學系 === 84 === A simple method is proposed to detect the number of change points in a sequence of independent normal random variables. An estimator to maximize some criterion, saySC(k), which is to maximize the l...

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Bibliographic Details
Main Authors: Liao, yeong-yuan, 廖永源
Other Authors: Lee chung-bow
Format: Others
Language:zh-TW
Published: 1996
Online Access:http://ndltd.ncl.edu.tw/handle/49759045242329099926

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