Term of Award
Fall 2014
Degree Name
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
Copyright Statement / License for Reuse
This work is licensed under a Creative Commons Attribution 4.0 License.
Department
Department of Mathematical Sciences
Committee Chair
Patrica Humphrey
Committee Member 1
Broderick Oluyede
Committee Member 2
Arpita Chatterjee
Abstract
Change point is a statistic phenomenon, which has many direct applications in climatology, bioinformatics, finance, oceanography and medical imaging. In this thesis, we investigate the sensitivity of the F-test for detecting change points in linear regression, using a two-phase linear regression model. it offers an effective method to detect "undocumented" change points using a form of an F-test. Using simulated data, we explore its sensitivity and accuracy with respect t different parameters in the model.
OCLC Number
925491611
Catalog Permalink
https://galileo-georgiasouthern.primo.exlibrisgroup.com/permalink/01GALI_GASOUTH/1fi10pa/alma9915983693802950
Recommended Citation
Sun, Jing, "An Investigation of Sensitivity of an F Test in Locating Change Points in Linear Regression" (2014). Electronic Theses and Dissertations. 1194.
https://digitalcommons.georgiasouthern.edu/etd/1194
Research Data and Supplementary Material
No
