A simple cumulative sum type statistic for the change-point problem with zero-one observations

摘要: SUMMARY A simple cumulative sum type statistic for the change-point with zero-one observations is introduced. conditional test of no change against introduced and compared a likelihood ratio test. The estimation also considered, using statistic, method shown to be asymptotically equivalent maximum estimator in certain circumstances almost others. To investigate small sample behaviour, simulation experiments were carried out these showed new generally superior estimator.