摘要
提出了统计变点分析研究的意义在于研究自然界及社会各领域中有关事物的质的变化，并为这种变化的阶段性提供客观的划分标准。从正态统计模型出发，对均值变点的位置提供了一种合理、简单的估计方法，对其统计量进行推导，得到关于统计量Ｕ的分布函数的定理。对均值变点的假设检验的临界值进行计算，分别得出方差已知和方差未知时关于两种统计量Ｕ和Ｗ的检验临界值表。
In this paper,the significance of the study on statistical analysis of change-points is introduced.It is considered that the task of statistical analysis of change-points is the study of qualitative change of things in the nature and the fields of society , presenting objective standard to divide the stage of such change. Then from normal statistic model,a reasonable and simple estimation method is given。A clear expression of the null distribution function of statistics U is also derived.At last two tables of statistic U and Ware given from the calculation of the distribution function and Bonfferroni approximation.
出处
《山东建筑工程学院学报》
1995年第3期42-48,共7页
Journal of Shandong Institute of Architecture and Engineering
关键词
正态统计模型
均值
变点
检验
分布函数
change-point
mean
likelihood estimation
distribution function
