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Original Articles

The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence

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Pages 275-290 | Received 01 May 1995, Published online: 18 Jun 2013
 

Abstract

Changepoint problems have been studied by several authors. The asymptotic distribution but not exact distribution has been derived for the estimator of the changepoint r. In this paper, a closed form of exact distribution of CUSUM estimator of changepoint r under Bernoulli sequence is considered.

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