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An algorithm for a new method of change-point analysis in the independent Poisson sequence

Chihiro HirotsuHarukazu Tsuruta — 2017

Biometrical Letters

Step change-point and slope change-point models in the independent Poisson sequence are developed based on accumulated and doubly-accumulated statistics. The method for the step change-point model developed in Section 2 is an alternative to the likelihood ratio test of Worsley (1986) and the algorithm for p-value calculation based on the first-order Markov property is the same as that given there. Different algorithms for the non-null distribution and inference on the change-point itself are, however,...

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