基于修改信息标准的Kumaraswamy skew-t分布的变化点检测
1Department of Mathematics and Statistics, Anhui Normal University, Wuhu, People's Republic of China.
Journal of applied statistics
|June 11, 2025
概括
这项研究引入了一种新的方法来检测Kumaraswamy skew-t分布中的参数变化. 修改后的信息标准有效地识别了分布参数的变化,并通过模拟和现实数据分析进行了验证.
科学领域:
- 统计 统计 统计 统计
- 可能性分布的概率分布.
背景情况:
- 库马拉斯瓦米斜t分布是对不对称数据的灵活模型.
- 识别分布参数的变化 (变化点检测) 对于准确的统计建模至关重要.
研究的目的:
- 开发和评估一种检测Kumaraswamy skew-t分布中的变化点的方法.
- 通过模拟研究来评估拟议方法的性能.
主要方法:
- 为了检测变化点,开发了一种修改的信息标准方法.
- 在Kumaraswamy skew-t分布中检测参数变化.
主要成果:
- 拟议的修改信息标准方法成功检测了参数变化.
- 模拟结果证明了开发方法的有效性.
结论:
- 修改后的信息标准提供了一个可靠的工具,用于检测Kumaraswamy skew-t分布中的变化点.
- 该方法是实用的,适用于现实世界的数据集.
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