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

References

• Hinkley , D. V. 1971 . Inference about the Change-Point from Cumulative Sum Tests . Biometrika , 58 : 509 – 523 .
   Web of Science ®Google Scholar
• Hinkley , D. V. and Hinkley , E. A. 1970 . Inference about the Change-Point in a sequence of Binomial Variables . Biometrika , 57 : 477 – 488 .
   Web of Science ®Google Scholar
• Juang , S. H. and Wolfe , D. A. 1990 . Nonparametric Changepoint Procedures for Repeated Measures Data . Communications in Statistics-Simulation and Computation , 19 : 263 – 286 .
   Web of Science ®Google Scholar
• Page , E. S. 1954 . Continuous Inspection Scheme . Biometrika , 41 : 100 – 115 .
   Web of Science ®Google Scholar
• Pettitt , A. N. 1980 . A Simple Cumulative Sum Type Statistic for the Change-Point Problem with Zero-One Observations . Biometrika , 67 : 79 – 84 .
   Web of Science ®Google Scholar
• Siegmund , D. 1988 . Confidence Sets in Change-point Problems . Statistical Review , 56 : 31 – 48 .
   Google Scholar
• Smith , A. F. M. 1975 . A Bayesian Approach to Inference about Change-Point in Sequence of Random Variables . Biometrika , 62 : 407 – 416 .
   Web of Science ®Google Scholar
• Srivastava , M. S. and Worsley , K. J. 1986 . Likelihood Ratio Tests for a Change in the Multivariate Normal Mean . Journal of the American Statistical Association , 81 : 199 – 204 .
   Web of Science ®Google Scholar
• Wolfe , D. A. and Chen , Y. S. 1990 . The Changepoint Problem in a Multinomial Sequence . Communications in Statistics-Simulation and Computation , 19 : 603 – 618 .
   Web of Science ®Google Scholar
• Worsley , K. J. 1986 . Confidence Regions and Tests for a Change-Point in a Sequence of Exponential Family Random Variables . Biometrika , 73 : 91 – 104 .
   Web of Science ®Google Scholar