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Estimating the Change in a Renewal Process When the Data are Counts

 

作者: Lawrence Joseph,   David B. Wolfson,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1990)
卷期: Volume 19, issue 4  

页码: 1431-1441

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812926

 

出版商: Marcel Dekker, Inc.

 

关键词: change-point;renewal process;Poisson sampling

 

数据来源: Taylor

 

摘要:

LetX1, …,Xnbe the interarrival times of a renewal process. A change-point is said to occur in this sequence ifX1, …,Xτhave a common distributionFwhileXτ +1, …Xnhave distributionG, withF≠ G. Usually τ is unknown, and must be estimated from the data. In a renewal process, it is sometimes not possible to observe the renewal times accurately. Instead, the data consist of counts of renewals in successive time intervals. This paper investigates methods of estimation of the change-point when the only data available are these counts. Examples and simulations are included.

 

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