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Biometrika 1990 77(3):563-573; doi:10.1093/biomet/77.3.563
© 1990 by Biometrika Trust
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Maximum likelihood estimation of multiple change points

YUN-XIN FU and R. N. CURNOW

Department of Applied Statistics, University of Reading Reading RG6 2AN, U.K.

Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points is discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented. The method also allows the boundary distributions for the changed segments to be different from the distribution for the central region of the changed segments. An application to the prediction of protein helical regions is presented.

Key Words: Categorical variable • Changed segment • Multiple change point • Protein secondary structure


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