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A Non‐Parametric Approach to the Change‐Point Problem

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  • A. N. Pettitt

Abstract

Non‐parametric techniques are introduced for the change‐point problem. Exact and approximate results are obtained for testing the null hypothesis of no change. The methods are illustrated by the analysis of three sets of data illustrating the techniques for zero–one observations, Binomial observations and continuous observations. Some comparisons are made with methods based on cusums.

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  • A. N. Pettitt, 1979. "A Non‐Parametric Approach to the Change‐Point Problem," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(2), pages 126-135, June.
    • Handle: RePEc:bla:jorssc:v:28:y:1979:i:2:p:126-135
    DOI: 10.2307/2346729
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