Estimation of change point in failure rate models (Q1193945)
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scientific article; zbMATH DE number 63533
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| English | Estimation of change point in failure rate models |
scientific article; zbMATH DE number 63533 |
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Estimation of change point in failure rate models (English)
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27 September 1992
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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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increasing decreasing failure rate
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decreasing increasing failure rate
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Kernel density estimators
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empirical cumulative distribution functions
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asymptotic properties
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change point estimator
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Simulation results
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0.8404641151428223
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0.834676206111908
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0.8341150283813477
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