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Tables of Contents for Parametric Statistical Change Point Analysis
Chapter/Section Title
Page #
Page Count
Preface
vii
Preliminaries
1
4
Introduction
1
1
Problems
2
1
Underlying Models and Methodology
3
2
Univariate Normal Model
5
60
Mean Change
5
14
Variance Known
5
10
Variance Unknown
15
4
Variance Change
19
19
Likelihood-Ratio Procedure
19
10
Informational Approach
29
5
Alternate Methods
34
4
Mean and Variance Changes
38
27
Likelihood-Ratio Procedure
38
18
Informational Approach
56
9
Multivariate Normal Model
65
46
Mean Vector Change
65
6
Likelihood-Ratio Procedure
66
4
Informational Approach
70
1
Covariance Change
71
15
Likelihood-Ratio Procedure
72
8
Informational Approach
80
6
Mean Vector and Covariance Changes
86
25
Likelihood-Ratio Procedure
87
8
Informational Approach
95
16
Regression Models
111
16
Literature Review
111
1
Simple Linear Regression Model
111
8
Informational Approach
112
3
Bayesian Approach
115
3
Numerical Example
118
1
Multiple Linear Regression Model
119
8
Informational Approach
120
2
Bayesian Approach
122
5
Gamma Model
127
16
Problem
127
1
Likelihood-Ratio Procedure
127
8
Informational Approach
135
1
Bayesian Approach
136
3
Examples
139
1
Another Type of Change
140
3
Exponential Model
143
14
Problem
143
1
Likelihood-Ratio Procedure
143
6
An Alternate Approach
149
5
Informational Approach
154
1
Examples
155
2
Discrete Models
157
16
Introduction
157
1
Binomial Model
157
8
Likelihood-Ratio Procedure
157
3
Cumulative Sum (CUSUM) Test
160
1
Null Distributions of L and Q
160
2
Alternative Distribution Functions of L and Q
162
3
Poisson Model
165
3
Likelihood-Ratio Procedure
165
1
Null Distribution of L
166
2
Informational Approach
168
2
Example
170
3
Bibliography
173
8
Author Index
181
2
Subject Index
183