正态分布下多个方差转变点的检测与方法探讨A Method of Detecting Multiple Change Point for Normal Distribution Process

DOI: 10.12677/AAM.2016.53040, PDF, HTML, XML, 下载: 1,372  浏览: 3,352  科研立项经费支持

Abstract: The problem of structure model occurs multiple change points in the economic system of mathe-matical models. In this paper, we give the detection method for change point problems about the variance changes. We combine the Bayesian method with the maximum likelihood method on the detection about the variance multiple change points in the same mean. The elimination extra pa-rameters can make use of Bayesian method; the maximum likelihood method can avoid the un-known problems of the prior distribution information of the change points number. It is a practical method.

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