Term of Award

Fall 2014

Degree Name

Master of Science in Mathematics (M.S.)

Document Type and Release Option

Thesis (open access)

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.

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