Assuming the observations are independent, binomial random variables, the estimator of the unknown number of changes in the parameters is proposed via Schwarz' criterion. The weak consistency of this estimator is established.

This work concerns the detection of the number of change points in a sequence of independent normal random variables. An estimator is proposed through some criterion, SC(k), of maximizing the log likelihood function with some penality term. The criterion is similar to that given by Yao (1988)...