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

Table 2

Comparison of results for Laplace model and normal model based on 500 replications in Simulations 4–6.

Error distribution		Estimate.	Estimate.	diff.	diff.	sd.	sd.
	40	42.00	46.42	2.00	6.42	16.74	28.94
	60	60.67	61.58	0.67	1.58	9.62	19.85
	80	80.37	81.44	0.37	1.44	7.76	17.26
	100	99.18	99.03	0.82	0.97	8.76	14.99
	120	119.82	120.36	0.18	0.36	11.13	16.98
	140	139.26	137.25	0.74	2.75	10.98	22.95
	160	158.21	152.70	1.79	7.30	15.74	30.94
	40	41.23	49.78	1.23	9.78	13.49	38.92
	60	60.40	63.87	0.40	3.87	4.83	27.14
	80	80.58	83.08	0.58	3.08	4.66	25.60
	100	100.00	101.35	0.00	1.35	6.50	21.20
	120	120.44	117.74	0.44	2.26	6.03	24.65
	140	139.92	136.16	0.08	3.84	5.48	27.81
	160	158.80	152.27	1.20	7.73	13.71	35.13
Cauchy	40	51.75	98.10	11.75	58.10	46.99	67.04
	60	64.81	98.77	4.81	38.77	34.23	66.56
	80	81.63	81.44	1.63	1.44	7.76	17.26
	100	98.61	99.34	1.39	0.66	29.76	64.17
	120	119.83	105.36	0.17	14.64	28.86	65.80
	140	134.43	107.23	5.57	32.78	36.47	63.55
	160	149.95	105.12	10.05	54.90	46.53	66.94