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Poisson Changepoint Data and Goodness of Fit

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In the paper, we present details of a statistical procedure for detecting an unknown change-point for a sequence of Poisson variables. The new methodology is based on a goodness of fit formulation. It has been tested on a variety of simulated and actual datasets, including a number, well-known from the literature. The procedure has been found to be particularly appropriate to problems where either an abrupt change or a cumulative change in the value of a Poisson parameter has occurred after an unknown point.

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