基于U型统计量的泊松过程参数变点检验

The Change Point Test of Poisson Process Based on U-Type Statistics

在至多只有一个变点条件下,研究泊松过程参数变点的假设检验问题。运用U型统计量构造检验统计量,证明该检验统计量的极限分布为第一型极限分布,从而确定变点存在判定依据。最后,在变点存在情形下,给出参数变点位置的估计。

The change point of poisson process is studied.With the assumption of only one change point at most,the model of poisson process parameter change point is considered.By using U-type statistics,we construct the test statistics and show decision criteria to determine the existence of change point.In the case of change point,the estimation of the change point position is given.