Estimation of change point in failure rate models

DOI10.1016/0378-3758(92)90126-DMaRDI QIDQ1193945zbMATH OpenOpenAlexFDO

Authors K. B. Kulasekera, K. M. Lal Saxena

Publication date 27 September 1992

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(92)90126-d

zbMATH Keywords

asymptotic propertieschange point estimatordecreasing increasing failure rateempirical cumulative distribution functionsincreasing decreasing failure rateKernel density estimatorsSimulation results

Mathematics Subject Classification ID

Density estimation (62G07) Reliability and life testing (62N05)

Review text

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.

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Cites work

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Cited in

(10)

• A change point estimation problem related to age replacement policies
• Modified information approach for detecting change points in piecewise linear failure rate function
• Estimating the turning point of a bathtub-shaped failure distribution
• scientific article; zbMATH DE number 4174192 (Why is no real title available?)
• On the asymptotic distribution of an estimate of the change point in a failure rate
• scientific article; zbMATH DE number 563205 (Why is no real title available?)
• DETERMINATION OF CHANGE POINTS OF NON-MONOTONIC FAILURE RATES
• scientific article; zbMATH DE number 6441639 (Why is no real title available?)
• Estimation of the change point of a distribution based on the number of failed test items
• Estimation of quantities determined as implicit functions of unknown parameters

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