On the asymptotic distribution of an estimate of the change point in a failure rate
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 21 (12) , 3571-3588
- https://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<r 0 vs H :r>r (where TQ > 0). Asymptotic expression for the power of this test under Pitman alternatives is derived. Some simulations are reported.Keywords
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