Change point detection in length-biased lognormal distribution

Mei Li, Suthakaran Ratnasingam, Yubin Tian*, Wei Ning

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

摘要

In this paper, we develop two procedures for identifying the dynamic trends in the parameters of length-biased lognormal distribution based on likelihood ratio and modified information criterion. These methods mainly consider the test of the existence of the change point and provide the maximum likelihood estimation of the change point when the change point exists. In addition, the asymptotic distribution of test statistic based on likelihood ratio is derived as an extreme value distribution, while the asymptotic distribution of test statistic based on modified information criterion is derived as a chi-square distribution. And the consistency of parameter estimation is proved. Simulations are conducted to study the performance of the proposed method in terms of power, coverage probabilities and average sizes of confidence sets. The proposed methods are applied to a real data to illustrate the detecting procedures.

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引用此

Li, M., Ratnasingam, S., Tian, Y., & Ning, W. (已接受/印刷中). Change point detection in length-biased lognormal distribution. Communications in Statistics Part B: Simulation and Computation. https://doi.org/10.1080/03610918.2024.2386561