The Power of Likelihood Ratio Test for a Change ‐Point In Binomial Distribution

Show simple item record

dc.contributor.author Mundia, S.M.
dc.contributor.author Gichuhi, A.W.
dc.contributor.author Kihoro, J.M
dc.date.accessioned 2017-01-17T12:06:58Z
dc.date.available 2017-01-17T12:06:58Z
dc.date.issued 2017-01-17
dc.identifier.issn 1561-7645
dc.identifier.issn http://journals.jkuat.ac.ke/index.php/jagst/index
dc.identifier.uri http://hdl.handle.net/123456789/2479
dc.description.abstract Statistically, change point is the location or the time point such that observations follow one distribution up to the point and then another afterwards. Change point problems are encountered in our daily life and in disciplines such as economics, finance, medicine, geology among others. In this paper, the power of the likelihood ratio tests for a change point in binomial observations whose mean is dependent on explanatory variables is investigated. Artificial neural network technique is used to estimate the conditional means. These estimates are compared with ones obtained using the generalized link functions. It is shown through simulation that the power of the test increases as the size of sample. The test is found to have less power when the change point is near the edges than when the change point is at the centre. The test is also more likely to detect a change if the magnitude of the change is large. In all the instances, the neural network method is found to perform better than the parametric method. en_US
dc.language.iso en en_US
dc.publisher Journal of Agricultural Science and Technology, JKUAT en_US
dc.relation.ispartofseries Journal of Agricultural Science and Technology;Vol. 16(3) 2014
dc.subject change point en_US
dc.subject likelihood ratio test en_US
dc.subject binomial distribution en_US
dc.subject power of a test en_US
dc.subject artificial neural‐network en_US
dc.title The Power of Likelihood Ratio Test for a Change ‐Point In Binomial Distribution en_US
dc.type Article en_US


Files in this item

This item appears in the following Collection(s)

Show simple item record

Search DSpace


Browse

My Account