JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2026, Vol. 61 ›› Issue (9): 123-130.doi: 10.6040/j.issn.1671-9352.0.2024.099

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Ratio test for the mean gradual model of an independent identically distributed sequence

ZHENG Dongxue1, WEI Yuesong1*, XU Tianming2   

  1. 1. School of Mathematics and Statistics, Huaibei Normal University, Huaibei 235000, Anhui, China;
    2. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou 310018, Zhejiang, China
  • Published:2026-09-30

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Abstract: In view of the possible change point problem in the random error term from an independent identically distributed sequence, an improved Ratio test statistic is proposed to test the existence of change points, and the limit distributions of the Ratio test statistic under the null hypothesis and alternative assumptions are also obtained. Finally, the effectiveness of the Ratio method is illustrated by numerical simulation and empirical analysis of instances.

Key words: mean gradual model, Ratio statistic, limit distribution, Monte Carlo method

CLC Number: 

  • O211.1
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