Visually Identifying Potential Domains for Change Points in Generalized Bernoulli Processes: an Application to DNA Segmental Analysis

Authors

Y. X. Lin, University of WollongongFollow

Publication Date

2009

Recommended Citation

Lin, Y. X., Visually Identifying Potential Domains for Change Points in Generalized Bernoulli Processes: an Application to DNA Segmental Analysis, Centre for Statistical and Survey Methodology, University of Wollongong, Working Paper 23-09, 2009, 28p.
https://ro.uow.edu.au/cssmwp/43

Abstract

A Bernoulli process is a discrete-time stochastic process consisting of a finite or infinite sequence of i.i.d. random variables Y1, Y2, Y3, · · ·, and Y1 has Bernoulli distribution with mean p.

Following the generalization of binomial distribution given by Drezner and Farnum (1993), we name a process {Yt} a generalized Bernoulli process if, for all t > 0, Yt has Bernoulli distribution with mean pt > 0, where Y1, Y2, Y3, · · · are not necessarily independent and pt are not necessarily all the same.

In this paper, without further notice, we are only interested a special scenario of generalized Bernoulli processes, where all Yt are mutually independent. A Bernoulli process is a special generalized Bernoulli process where all pt = p.