© 1970 by Biometrika Trust
Inference about the change-point in a sequence of binomial variables
Stanford University
The problem of making inferences about the point in a sequence of zero-one variables at which the binomial parameter changes is considered. 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 for testing hypothesis about the change-point are also obtained. Some exact numerical results for these asymptotic distributions are given and their accuracy as finite sample approximations is discussed.