Change point detection is widely used in signal detection, industrial engineering, economy,
finance, biomedicine and many other fields. The widely used parametric methods require
prior knowledge of the noise signal distribution, which are seldom realistic. In practice, when
the distribution of noise is not known, it is desirable to design algorithms based on non-
parametric statistics, which, in the null case (no change point), are completely distribution
free. To this end, we propose to use two symmetric sliding windows to compute the Area …