摘要
将假设检验的稳定性[1]引入到转点识别中来,考虑了转点识别在正态假设下的稳定性问题.结果显示,转点的N-P检验稳定性不很理想.
This paper brings the stability of hypothesis testing into change point, considers the stability of change point analysis under the normal hypothesis. The result shows that the stability of N-P test of change point is not ideal.
出处
《大学数学》
2004年第2期89-92,共4页
College Mathematics
关键词
转点识别
假设检验
稳定性
change point analysis
hypothesis testing
stability
