Fazlollah Lak

{In this thesis, the asymptotic distribution of the maximum likelihood estimate (MLE) of the change-point is derived when a change occurs in the mean of a sequence of temporally ordered normal random variables at an unknown point. It is demonstrated that this distribution can also be employed to approximate the distribution of the MLE of the change-point in the case of a change in the mean of a multivariate normal process. Using simulations, the accuracy of this distribution is evaluated. Finally, confidence intervals for the change-point are constructed based on two proposed methods, and their efficiency is compared.