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APPLICATION OF STRONG APPROXIMATIONS TO GAMMA-RAY ASTRONOMY II:
ALTERNATIVE HYPOTHESIS OF ONE CHANGE
Irina Grabovsky
University of Utah
March 12, JWB 208, 305 p.m.
Abstract
Consider a statistical sample of independent measurements, where at some
unknown point a change in the mean has occurred. We are interested in detecting
the point of change in the distribution. We introduce two estimators of
the time of change and compute their asymptotic limit distributions as the
sample size goes to infinity. The results are derived for each of the
following three possibilities: finite change in the middle of the sample,
small change in the middle and early finite change.