Ghosh, J. K. ; Joshi, S. N. (1992) On the asymptotic distribution of an estimate of the change point in a failure rate Communications in Statistics: Theory and Methods, 21 (12). pp. 3571-3588. ISSN 0361-0926
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Related URL: http://dx.doi.org/10.1080/03610929208830996
Abstract
The failure rate r(t) is assumed to have the shape of the "first"part of the"bathtub" model, i.e.r(t) is non-increasing for t<r and is constant for t>r. Asymptotic distribution of one of the estimates proposed earlier has been investigated in this paper. This leads to a test for the hypothesis HQ r<r0 vs H :r>r (where TQ > 0). Asymptotic expression for the power of this test under Pitman alternatives is derived. Some simulations are reported.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Ltd. |
| Keywords: | Failure rate; Change point; Asymptotic distribution; Hypothesis testing |
| ID Code: | 22645 |
| Deposited On: | 24 Nov 2010 08:05 |
| Last Modified: | 02 Jun 2011 07:11 |
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