期刊
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷 -, 期 -, 页码 -出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610918.2021.2020288
关键词
Change point problem; likelihood ratio test; maximum likelihood estimate; modified information criterion; Schwarz information criterion; weighted exponential distribution
The paper studied a change-point problem of the weighted exponential distribution, analyzing the performance of procedures based on Likelihood ratio test, modified information criterion, and Schwarz information criterion through simulations under different scenarios. Applications on two sets of data were provided to illustrate the detection procedures.
The weighted exponential distribution is a distribution that introduce an extra shape parameter to the exponential distribution. It can be used quite effectively to analyze positively skewed data. In this paper, we study a change-point problem of this distribution. The procedures based on Likelihood ratio test, modified information criterion and Schwarz information criterion are studied. Simulations are conducted to indicate the performance of the proposed procedures under different scenarios. Applications on two sets of data are provided to illustrate the detection procedures.
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