关于变点模型的线性假设检验

TESTING OF LINEAR HYPOTHESIS ABOUT CHANGE-POINT MODEL

本文对至多一个变点模型 X(i/n)=f(i/n)+(ε(i/n),其中,f(t)=α_1+b_1(t-t),α_2+b_2(t-t),当 t∈[0,t_,),当 t∈(t_,1];0≤t≤1,ε(1/n),….ε(n/n)独立同分布,且ε(1/n)服从正态分布 N(0,σ~2),σ~2是已知的;进行了线性假设检验,并给出了检验功效的估计。

For the change-point model with at most one X(i/n)=f(i/n)+ε(i/n),Where ε(1/n),…,ε(n/n)are independently and identically distributed with a common distribution N(0,σ~2), the problem of the testing about the change-point t_0,the power of testing of linear hypothesis about the model is considered.