艾拉姆咖分布参数变点的统计推断  

Statistical inference of the changed point of Эрланг distribution parameters

作　　者：范梓淼 田梦琴 赫亚伟 兰琪暄 FAN Zimiao;TIAN Mengqin;HE Yawei;LAN Qixuan(College of Mathematics and Physics,Xinjiang Agricultural University,830052,Urumuqi,Xinjiang,PRC)

机构地区：[1]新疆农业大学数理学院,新疆维吾尔自治区乌鲁木齐市830052

出　　处：《曲阜师范大学学报（自然科学版）》2021年第1期35-40,共6页Journal of Qufu Normal University(Natural Science)

基　　金：国家级大学生创新创业训练计划项目(201810758034).

摘　　要：基于艾拉姆咖分布,利用CUSUM方法,讨论参数θ变点的假设检验与参数估计问题.首先定义参数变点检验统计量T k,得到检验变点的方法.然后证明变点位置估计的强相合性,同时给出收敛速度.最后利用数值模拟说明检验的合理性和有效性.The change point of the parameter in Эрлангdistribution was discussed.The test statistics T k was proposed by CUSUM methods,thereby obtaining the method of testing the change point.The estimation of the change point position was inferred,at the same time the strong consistency and convergence rate were presented.The rationality and effectiveness of the test were proved by using numerical simulation.

关 键 词：艾拉姆咖分布 变点 CUSUM 数值模拟 

分 类 号：O212.[理学—概率论与数理统计]