Change Point Analysis for Kumaraswamy Distribution

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 th...

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Bibliographic Details
Main Authors: Weizhong Tian, Liyuan Pang, Chengliang Tian, Wei Ning
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/3/553
Description
Summary: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.
ISSN:2227-7390