尺度参数变点的非参数检验

Non-Parameter Test for Change-Point of Scale Parameter

摘要: 本文讨论了尺度参数模型参数变点的假设检验问题\bd 基于两样本U\,-统计量, 我们给出了两个检验, 并且研究了检验统计量分布的极限性质\bd 我们证明了这两个检验统计量的极限分布分别是\sup\limits_0<t<1|B(t)|和极值分布, 其中\B(t),0\le t\le 1\是一个Brown桥.

Abstract: The change-point problem about the scale parameter is discussed in this paper. Based on two-sample U-statistic two tests are proposed, and their approximate distributions, which are \sup\limits_0<t<1|B(t)| and extreme valve distribution respectively, where \B(t),0\le t\le 1\ is a Brownian bridge, are obtained.