位置与刻度参数变点的非参数检验及其渐近性质  

Chance-point Tests of Location and Scale Parameters Model and Its Approximate Distribution

作　　者：廖志安[1] 

机构地区：[1]鄂州大学教育系,湖北鄂州436000

出　　处：《淮海工学院学报（自然科学版）》2005年第3期1-3,共3页Journal of Huaihai Institute of Technology:Natural Sciences Edition

摘　　要：若X1,…,Xr,Xr+1,…,Xn是一列独立的随机变量,且X1,…,Xriid.-F(x),Xr+1,…,Xniid.-F(x-u/σ),其中F(x)为连续分布函数,u,σ为未知参数,分别称为位置参数和刻度参数,r(1<r<n)或r/n(记为t。)称为序列的变点.运用次序统计量构造了U-统计量,并且基于U-统计量,讨论了位置与刻度参数模型的变点检验问题,并证明了检验统计量的渐近正态性.Let X1,…,Xr,Xr＋1,…,Xn be independent random varialbles such that X1,…,Xr iid.～F（x）,and Xr＋1,…,Xn iid.～F（x-u/σ） , where F is a different continuous distribution function and is unknown, and r（writed as t0） refers to the change point of this random sequence. This n paper discusses the change-point problem about the location and scale parameters model based on two-sample U statistic. It has succeeded in obtaining the testing statistic its approximatedistribu tion. Besides, it discusses the hypothesis test by the use of U-statistics and Brownian bridge.

关 键 词：变点 U-统计量 位置与刻度参数模型 Brown桥 

分 类 号：O213[理学—概率论与数理统计] O212.7[理学—数学]