Estimation of change point in failure rate models (Q1193945): Difference between revisions
From MaRDI portal
Revision as of 13:01, 16 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of change point in failure rate models |
scientific article |
Statements
Estimation of change point in failure rate models (English)
0 references
27 September 1992
0 references
Estimation of the change point is considered for a failure rate function \(\gamma(x)\) which is an increasing decreasing failure rate or a decreasing increasing failure rate function (IDFR or DIFR). Kernel density estimators and empirical cumulative distribution functions are utilized for estimating \(f(x)\) and \(F(x)\), respectively, which are used to estimate \(\gamma(x)\) and its change point. Then asymptotic properties of the change point estimator are considered. Simulation results are given for different \(\gamma(x)\) and kernel functions.
0 references
increasing decreasing failure rate
0 references
decreasing increasing failure rate
0 references
Kernel density estimators
0 references
empirical cumulative distribution functions
0 references
asymptotic properties
0 references
change point estimator
0 references
Simulation results
0 references
0 references
0 references