摘要
若X1,…,Xr,Xr+1,…,Xn是一列独立的随机变量,且X1,…,Xriid.-F(x),Xr+1,…,Xniid.-F(x-u/σ),其中F(x)为连续分布函数,u,σ为未知参数,分别称为位置参数和刻度参数,r(1<r<n)或r/n(记为t。)称为序列的变点.运用次序统计量构造了U-统计量,并且基于U-统计量,讨论了位置与刻度参数模型的变点检验问题,并证明了检验统计量的渐近正态性.
Let X1,…,Xr,Xr+1,…,Xn be independent random varialbles such that X1,…,Xr iid.~F(x),and Xr+1,…,Xn iid.~F(x-u/σ) , where F is a different continuous distribution function and is unknown, and r(writed as t0) refers to the change point of this random sequence. This n paper discusses the change-point problem about the location and scale parameters model based on two-sample U statistic. It has succeeded in obtaining the testing statistic its approximatedistribu tion. Besides, it discusses the hypothesis test by the use of U-statistics and Brownian bridge.
出处
《淮海工学院学报(自然科学版)》
CAS
2005年第3期1-3,共3页
Journal of Huaihai Institute of Technology:Natural Sciences Edition