Weibull分布尺度参数变点的假设检验

Testing of Hypothesis for Scale Parameter Change piont of Weibull Distribution

对Ｗｅｉｂｕｌ分布尺度参数只有一个变点的假设检验问题，运用Ｂａｙｅｓ方法和最小二乘法，分别给出了Ｗ＊检验和Ｕ检验，对Ｗ＊检验，给出了其密度函数的Ｅｄｇｅｗｏｒｔｈ展式，关于Ｕ检验，运用文［３］给出其渐近分布．据文［８，９］，也分别给出了两个非参数检验．

We derive some tests for scale parameter change piont of Weibull distribution.Applying method of minimum squares and Bayes,we derive U test and W * test,and also discuss their distributions.Two nonparametric tests are given and we also discuss their threshold values.