Estimation of the change point of a distribution based on the number of failed test items

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • Zhenmin Chen - , Florida International University (Author)
  • Dietmar Ferger - , Chair of Mathematical Statistics, TUD Dresden University of Technology (Author)
  • Jie Mi - , Florida International University (Author)

Abstract

This paper discusses the family of life distributions with failure rate functions which decrease initially until a change point and remain constant thereafter. The paper focuses on the estimation for the change point of the failure rate function. While point estimation of the change point of the failure rate function has been discussed by some authors, one can hardly find any existing work on the interval estimation of the change point. In this paper, a method for constructing approximate confidence intervals for the change point is proposed. The proposed approximate confidence intervals are based on the number of failed test items at or before a fixed inspection time.

Details

Original languageEnglish
Pages (from-to)31-38
Number of pages8
JournalMetrika
Volume53
Issue number1
Publication statusPublished - 2001
Peer-reviewedYes

Keywords

Keywords

  • Central limit theorem, Failure rate function, Inspection time, Strassen-type invariance principle