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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1996
|
Online Access: | http://ndltd.ncl.edu.tw/handle/49759045242329099926 |
Search Result 1