Likelihood ratio test for a piecewise continuous Weibull model with an unknown change point |
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| Authors: | Yunxia Li Lianfen Qian |
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| Institution: | 1. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou 310018, PR China;2. Department of Mathematical Sciences, Florida Atlantic University, Boca Raton, FL 33431, United States;3. College of Mathematics and Information Science, Wenzhou University, Zhejiang 325035, PR China |
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| Abstract: | In this paper, we consider the likelihood ratio test for the scale and shape parameters in a piecewise continuous Weibull model with an unknown change point. Under the null hypothesis of no change in scale and shape parameters, we derive that the likelihood ratio process converges weakly to the squared Euclidian norm of a weighted mean zero Gaussian vector process. |
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| Keywords: | Hazard rate Weibull distribution Change point Weak convergence |
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