Change-point analysis with bathtub shape for the exponential distribution. Issue 15 (17th November 2016)

• Record Type: Journal Article
• Authors: Cai, Xia; Said, Khamis Khalid; Ning, Wei
• Is Part Of: Journal of applied statistics. Volume 43:Issue 15(2016)
• Page Start: 2740
• Page End: 2750
• Publication Date: 2016-11-17
• Subjects: Change point -- bathtub shape -- information approach -- likelihood ratio -- exponential distribution; 62F03 -- 62B10 -- 62P10; Statistics -- Periodicals; 519.5
• DOI: 10.1080/02664763.2016.1143455
• Languages: English
• ISSNs: 0266-4763

Abstract

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.