Change Point Analysis for Kumaraswamy Distribution

Abstract

The Kumaraswamy distribution is a common type of bounded distribution, which is widely used in agriculture, hydrology, and other fields. In this paper, we use the methods of the likelihood ratio test, modified information criterion, and Schwarz information criterion to analyze the change point of the Kumaraswamy distribution. Simulation experiments give the performance of the three methods. The application section illustrates the feasibility of the proposed method by applying it to a real dataset.