# Inference about the change-point in a sequence of binomial variables

TL;DR: In this paper, the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes is discussed, and the asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results.

Abstract: : The report discusses the problem of making inference about the point in a sequence of zero-one variables at which the binomial parameter changes. The asymptotic distribution of the maximum likelihood estimate of the change-point is derived in computable form using random walk results. The asymptotic distributions of likelihood ratio statistics are obtained for testing hypotheses about the change-point. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed. (Author)

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### Cites background or result from "Inference about the change-point in..."

...This matches results of Hinkley (1970) for change point estimation in parametric models....

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...Work devoted to diagnostic issues for local likelihood includes Firth, Glosup and Hinkley (1991) and Staniswalis and Severini (1991)....

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860 citations

### Cites background from "Inference about the change-point in..."

...mean function Early work on changepoint problems focused on identifying changes in mean and includes the work of Page (1954) and Hinkley (1970) who created the likelihood ratio and cumulative sum (CUSUM) test statistics respectively....

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##### References

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