Geodesic
On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials
Diskretnaya Matematika, Tome 22 (2010) no. 2, pp. 60-65 
M. I. Tikhomirova; V. P. Chistyakov. On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials. Diskretnaya Matematika, Tome 22 (2010) no. 2, pp. 60-65. http://geodesic.mathdoc.fr/item/DM_2010_22_2_a4/
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Voir la notice de l'article provenant de la source Math-Net.Ru

We obtain the expression of the statistic which is a linear function of the logarithm of the likelihood function and investigate properties of the mathematical expectation of this function. The results obtained can be applied to the estimation of instants of changes of the success probability in Bernoulli trials.

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