| 位置参数变点的非参数检验及其渐近性质 |
| |
| 引用本文： | 王黎明,王静龙.位置参数变点的非参数检验及其渐近性质[J].数学年刊A辑(中文版),2002(2). |
| |
| 作者姓名： | 王黎明 王静龙 |
| |
| 作者单位： | 上海财经大学统计系，华东师范大学统计系 上海 ２００４３３，上海 ２０００６２ |
| |
| 摘 要： | 本文基于Ｕ－统计量,对于位置参数模型,讨论了位置参数变点的检验问题,给出了检验统计量并研究它的分市的极限性质,证明了检验统计量的极限分布是ｓｕｐ|Ｂ(ｔ)|,其中{Ｂ(ｔ),０＜ｔ＜１}是一个Ｂｒｏｗｎ桥．将此结果应用到了双参数指数分布和Ｗｅｉｂｕｌｌ分布尺度参数变点的检验问题中．
|
| 关 键 词： | 变点 U－统计量 位置参数模型 Brown桥 |
CHANGE-POINT TESTS OF LOCATION PARAMETER AND ITS APPROXIMATE DISTRIBUTION |
| |
| WANG Liming WANG Jinglong.CHANGE-POINT TESTS OF LOCATION PARAMETER AND ITS APPROXIMATE DISTRIBUTION[J].Chinese Annals of Mathematics,2002(2). |
| |
| Authors: | WANG Liming WANG Jinglong |
| |
| Institution: | WANG Liming WANG JinglongDepartment of Statistics,Shanghai University of Finance and Economics,Shanghai 200433,China. E-mail: wangliming.2001@yahoo.com Department of Statistics,East China Normal University,Shanghai 200062,China. |
| |
| Abstract: | In this paper, the change-point problem about the location parameter has been dis-cussed based on two-sample U-statistic. The test statistic is proposed, and its approximate distribution is obtained. The approximate distribution of the test statistic is, where is a Brownian bridge. The authors also discuss testing problem for change-point about the scale parameter in two-parameter exponential distribution and Weibull distribution. |
| |
| Keywords: | Change-point U-statistic Location parameter model Brownian bridge |
| 本文献已被 CNKI 等数据库收录！ |
