摘要
讨论指数分布存在变点时的估计问题,探讨就变点位置三种估计方法:极大似然法、贝叶斯方法和最小二乘法,并利用随机模拟说明这三种方法能有效地估计出变点的位置。
The estimation problem of change-point is discussed from the following estimation methods： Maximum Likelihood Estimation, Bayesian Estimation, Least Squares Estimation. And it uses stochastic simulations to illustrate the position of the change-point with these three effective methods.
基金
广西高校科学技术研究项目(项目编号:2013ZD074)
关键词
变点
极大似然估计
贝叶斯估计
最小二乘估计
change-point
maximum likelihood estimation
Bayesian estimation
least squares estimation
