对至多一个变点的Γ分布,即X1,…,Xn为一列相互独立的随机变量序列,且X1,…,X[nτ0]i.i.d-Γ(x;ν1,λ1),X[nτ0]+1,…,Xni.i.d-Γ(x;2ν,λ2),其中τ0未知,称τ0为该序列的变点.利用累积和方法给出了检测变点τ0位置的程序,并给出了变点τ0估计^τ的强相合性和强收敛速度.
The change point of parameters in P-distribution was studied. Suppose that X1,…, X[nτ0], X[nτ0]+ ,…,Xn are independent random variables, such that X1,…,X[nτ0]i.i.d-Γ(x;ν1,λ1),X[nτ0]+1,…,Xni.i.d-Γ(x;2ν,λ2), τ0 is unknown and called change point. The procedures for detecting the change point τ0 were proposed by means of CUSUM (cumulative sum). At the same time, the strong consistency and convergence rate of the change point estimator were presented.