论文标题
在变更点检测中使用似然比测试的引导程序置信区间
Bootstrap Confidence Intervals Using the Likelihood Ratio Test in Changepoint Detection
论文作者
论文摘要
这项研究旨在评估通过自举抽样检测的可能性比测试中功率的性能，并提出基于自举置信区间长度的假设检验。假设I.I.D正态分布，并且使用Bootstrap方法，则估计更改点采样分布。此外，这项研究描述了一种估计数据集的方法，没有更改点以形成无空采样分布。在置信区间的长度上，可以进行零采样分布以及估计更改点的分布，临界值和功率计算。
This study aims to evaluate the performance of power in the likelihood ratio test for changepoint detection by bootstrap sampling, and proposes a hypothesis test based on bootstrapped confidence interval lengths. Assuming i.i.d normally distributed errors, and using the bootstrap method, the changepoint sampling distribution is estimated. Furthermore, this study describes a method to estimate a data set with no changepoint to form the null sampling distribution. With the null sampling distribution, and the distribution of the estimated changepoint, critical values and power calculations can be made, over the lengths of confidence intervals.
