Abstract
The weighted exponential distribution is a distribution that introduce an extra shape parameter to the exponential distribution. It can be used quite effectively to analyze positively skewed data. In this paper, we study a change-point problem of this distribution. The procedures based on Likelihood ratio test, modified information criterion and Schwarz information criterion are studied. Simulations are conducted to indicate the performance of the proposed procedures under different scenarios. Applications on two sets of data are provided to illustrate the detection procedures.
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More From: Communications in Statistics - Simulation and Computation
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