Problem of Change-Point Detection for the Poisson Observations

Dariush Ghorbanzadeh (1) , Philippe Durand (2) , Luan Jaupi (3)

1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques
2 M2N - Modélisation mathématique et numérique
3 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage

Inference is considered about the point in a sequence of random variables at which the probability distribution changes. In particular, we consider the case a Poisson distribution with changing in parameter.

Keywords: Poisson distri- bution; likelihood estimator; Change-point

Domains: Statistics [stat]

Dariush Ghorbanzadeh, Philippe Durand, Luan Jaupi. Problem of Change-Point Detection for the Poisson Observations. World Congress on Engineering 2016, IAENG, Jun 2016, London-UK, United Kingdom. pp.20-22. ⟨hal-02465027⟩