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Confidence sets in change-point problems. (English) Zbl 0684.62028
Summary: Several methods are discussed for confidence set estimation of a change- point in a sequence of independent observations from completely specified distributions. The method based on the likelihood ratio statistic is extended to the case of independent observations from an exponential family. Joint confidence sets for the change-point and the parameters of the exponential family are also considered.

MSC:
62F25 Parametric tolerance and confidence regions
62F10 Point estimation
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