Change Point Analysis for Kumaraswamy Distribution

Weizhong Tian (), Liyuan Pang, Chengliang Tian and Wei Ning
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Weizhong Tian: College of Big Data and Internet, Shenzhen Technology University, Shenzhen 518118, China
Liyuan Pang: School of Science, Xi’an University of Technology, Xi’an 710048, China
Chengliang Tian: College of Computer Science and Technology, Qingdao University, Qingdao 266071, China
Wei Ning: Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, USA

Mathematics, 2023, vol. 11, issue 3, 1-22

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.

Keywords: Kumaraswamy distribution; change point; likelihood ratio test; modified information criterion; Schwarz information criterion; maximum likelihood estimate (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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