On detecting change in likelihood ratio ordering

C. Xiong, Hammou El Barmi

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


This article studies the problem of testing and locating changepoints in likelihood ratios of two multinomial probability vectors. We propose a binary search procedure to detect the changepoints in the sequence of the ratios of probabilities and obtain the maximum likelihood estimators of two multinomial probability vectors under the assumption that the probability ratio sequence has a changepoint. We also give a strongly consistent estimator for the changepoint location. An information theoretic approach is used to test the equality of two discrete probability distributions against the alternative that their ratios have a changepoint. Approximate critical values of the test statistics are provided by simulation for several choices of model parameters. Finally, we examine a real life data set pertaining to average daily insulin dose from the Boston Collaborative Drag Surveillance Program and locate the changepoints in the probability ratios.

Original languageEnglish
Pages (from-to)555-568
Number of pages14
JournalJournal of Nonparametric Statistics
Issue number5
StatePublished - Oct 1 2002


  • Changepoints
  • Information criterion
  • Maximum likelihood estimate
  • Strong consistency


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