Change points with linear trend followed by abrupt change for the exponential distribution

被引：17

作者：

Ramanayake, A

Gupta, AK ^{[1
]}

机构：

[1] Univ Wisconsin, Dept Math, Oshkosh, WI 54901 USA

[2] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2002年 / 72卷 / 04期

关键词：

change-points; likelihood ratio statistics; estimation; consistency; asymptotic distribution;

D O I：

10.1080/00949650212841

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We discuss testing procedures to detect if a random sequence of exponentially distributed random variables has been subjected to a linear trend change followed by an abrupt change. We propose three statistics and explore their distribution theories. As an illustration, we applied these tests to Stanford heart transplant data and airport inter arrival data.

引用

页码：263 / 278

页数：16

共 13 条

[1]

Broemeling L. D., 1987, ECONOMETRICS STRUCTU

[2] Testing and locating variance changepoints with application to stock prices [J].