A Likelihood Integrated Method for Exploratory Graphical Analysis of Change Point Problem with Directional Data

Abstract

In this article we introduce a new likelihood based method, called the likelihood integrated method, which is distinct from the well-known integrated likelihood method. We use the likelihood integrated to propose a simple exploratory graphical analysis for the change point problem in the context of directional data. The method is applied to analysis of two real life data sets. The results obtained by application of this simple method are seen to be quite similar to those obtained earlier by different formal methods in most cases. A small simulation study is conducted to assess the effectiveness of this procedure in indicating presence of change point.

Keywords:

• Change point problem
• Circular normal distribution
• Directional data
• Likelihood integrated
• Papakonstantinou's distribution

Mathematics Subject Classification:

• Primary 62H11

Acknowledgment

We thank the anonymous referee for helpful comments which led to improvements in the initial version of the article.