摘要
本文基于Ｕ－统计量,对于位置参数模型,讨论了位置参数变点的检验问题,给出了检验统计量并研究它的分市的极限性质,证明了检验统计量的极限分布是ｓｕｐ|Ｂ(ｔ)|,其中{Ｂ(ｔ),０＜ｔ＜１}是一个Ｂｒｏｗｎ桥．将此结果应用到了双参数指数分布和Ｗｅｉｂｕｌｌ分布尺度参数变点的检验问题中．
In this paper, the change-point problem about the location parameter has been dis-cussed based on two-sample U-statistic. The test statistic is proposed, and its approximate distribution is obtained. The approximate distribution of the test statistic is, where is a Brownian bridge. The authors also discuss testing problem for change-point about the scale parameter in two-parameter exponential distribution and Weibull distribution.
出处
《数学年刊（A辑）》
CSCD
北大核心
2002年第2期229-234,共6页
Chinese Annals of Mathematics
