An Information Approach for the Change Point Problem of the Rayleigh Lomax Distribution

Amani Alghamdi ； Wei Ning ； Arjun K. Gupta

《International Journal of Intelligent Technologies and Applied Statistics》 11卷4期 (2018/12) Pp. 233-254

https://doi.org/10.6148/IJITAS.201812_11(4).0001

摘要

In this article, we study the detection of change points of the Rayleigh Lomax (RL) distribution parameters using Schwartz and modified information criterion. We use the binary segmentation method proposed by Vostrikova (1981) to detect multiple change point assuming all of the RL parameters are changeable simultaneously. We conduct simulations of the RL parameters to show the power of the modified information criterion (MIC). Finally, we apply these two criterions to three different data sets and we conclude that the change point of the RL distribution is applicable in our life.

關鍵字

Change point ； Rayleigh Lomax distribution ； Limiting distribution ； Information criterion ； Binary segmentation