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

10.6148/IJITAS.201812_11(4).0001

Amani Alghamdi；Wei Ning；Arjun K. Gupta

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

International Journal of Intelligent Technologies and Applied Statistics

11卷4期（2018 / 12 / 01）

233 - 254

英文

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.