摘要
对最多只含一个刻度参数变点的模型Ｘ（ｉ／ｎ）＝ｅ（ｉ／ｎ），ｉ＝１，２，…ｎ．ｅ（１／ｎ），…，ｅ（ｎ／ｎ）相互独立，且对ｉ／ｎ＜ｔ０，ｅ（ｉ／ｎ）～Ｆ（ｘ），对ｉ／ｎ≥ｔ０，本文讨论了上述模型中变点ｔ０和刻度参数ｂ的假设检验和区间估计问题．
Let X1,…,Xn be independent samples and X1,…,Xn come from the population F((x-a)/b). One is only interested in knowing if the scale parameter b changes at some unknown time t0. In this paper the problem of the detection and interval estimation of change point t0 and scale parameter b is discussed for the model with at most one scale parameter change point using the local comparison method.
关键词
变点
检验
刻度参数
非参数统计
U-statistics,change point, detection, interval estimation AMS Classification(1991)62G20,62G10
