Testing for a change point in a sequence of exponential random variables with repeated values

被引：6

作者：

Ramanayake, Asoka ^{[2
,3
]}

Gupta, Arjun K. ^{[1
]}

机构：

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

[2] US Bur Census, Div Stat Res, Washington, DC 20233 USA

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

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2010年 / 80卷 / 1-2期

关键词：

change point; repeated measures; likelihood; exponential distribution; testing; EPIDEMIC CHANGE; LINEAR TREND; DISTRIBUTIONS; MODEL;

D O I：

10.1080/00949650802586384

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Two test statistics are proposed for the change-point problem with repeated values when the data follow an exponential distribution. The properties of these two statistics have been studied and their asymptotic distributions under the alternative have been derived. The powers of the two test statistics are compared. Real-data examples are presented to illustrate the application of these tests.

引用

页码：191 / 199

页数：9

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