位置参数模型变点问题的非参数检验
NONPARAMETRIC TEST FOR CHANGE-POINT PROBLEM IN LACTION MODEL
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摘要: 本文引入Fisher-Yates提出的计分函数和Van der Waerden提出的计分函数,对只有一个变点的位置参数模型的假设检验问题分别给出了四个检验统计量.利用Monte-Carlo随机模拟的方法,求出了检验的渐近临界值,并且对本文提出的检验,以及Pettitt在文1 中提出的检验,Schechtman和Wolfe在文2中提出的检验的势进行了比较。Abstract: In this paper, we introduce the Fisher-Yates’s score function and Van der Waerden’s score function, four nonparametric test statistics are given for detecting changes in laction. "We give tables for the null distributions of the statistics for onesided and two-sided alternatives. We also report on some Monte-Oarlo power comparisons involving another two nonparametric test statistics, proposed by Pettitt and Schechtman.