Mathematics and Statistics Faculty Publications

Title

Change-Point Analysis with Bathtub Shape for the Exponential Distribution

Document Type

Article

Abstract

Likelihood ratio type test statistic and Schwarz information criterion statistics are proposed for detecting possible bathtub-shaped changes in the parameter in a sequence of exponential distributions. The asymptotic distribution of likelihood ratio type statistic under the null hypothesis and the testing procedure based on Schwarz information criterion are derived. Numerical critical values and powers of two methods are tabulated for certain selected values of the parameters. The tests are applied to detect the change points for the predator data and Stanford heart transplant data.

Publication Date

2016

Publication Title

Journal of Applied Statistics

Volume

43

Issue

15

Start Page No.

2740

End Page No.

2750

ISSN

0266-4763

DOI

10.1080/02664763.2016.1143455

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