Robust Mean Change-Point Detecting through Laplace Linear Regression Using EM Algorithm

Table 1

Comparison of results for Laplace model and normal model based on 500 replications in Simulations 1–3.

Error distribution		Estimate.	Estimate.	diff.	diff.	sd.	sd.
	40	40.07	40.11	0.07	0.11	1.92	1.77
	60	59.85	59.81	0.14	0.18	1.83	1.93
	80	79.92	79.91	0.07	0.08	1.88	1.85
	100	99.92	99.90	0.07	0.10	1.78	1.74
	120	120.00	119.97	0.00	0.02	1.78	1.74
	140	139.87	139.90	0.12	0.09	1.64	1.53
	160	159.92	159.85	0.08	0.14	1.86	1.77
	40	39.98	38.89	0.02	0.11	2.50	2.96
	60	59.94	60.08	0.06	0.08	2.47	2.83
	80	80.06	80.14	0.06	0.14	2.95	3.19
	100	100.21	99.99	0.21	0.01	2.83	3.18
	120	120.03	120.07	0.03	0.07	2.23	2.91
	140	140.13	140.23	0.13	0.23	2.29	2.52
	160	160.03	159.81	0.03	0.19	2.55	5.29
	40	40.14	40.79	0.14	0.79	2.54	11.26
	60	59.96	61.10	0.04	1.10	2.51	13.22
	80	80.22	80.80	0.22	0.80	2.56	12.67
	100	100.05	99.32	0.05	0.68	2.99	12.68
	120	120.03	119.53	0.03	0.47	2.99	10.06
	140	140.11	139.51	0.11	0.49	2.82	12.15
	160	159.67	159.27	0.33	0.73	7.54	11.82