ON THE ASYMPTOTIC-DISTRIBUTION OF AN ESTIMATE OF THE CHANGE POINT IN A FAILURE RATE

被引：7

作者：

GHOSH, JK

JOSHI, SN

机构：

[1] INDIAN STAT INST,CALCUTTA 700035,W BENGAL,INDIA

[2] PURDUE UNIV,W LAFAYETTE,IN 47907

[3] INDIAN STAT INST,BANGALORE 560059,INDIA

[4] OHIO STATE UNIV,COLUMBUS,OH 43210

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1992年 / 21卷 / 12期

关键词：

FAILURE RATE; CHANGE POINT; ASYMPTOTIC DISTRIBUTION; HYPOTHESIS TESTING;

D O I：

10.1080/03610929208830996

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The failure rate tau(t) is assumed to have the shape of the "first' part of the "bathtub" model, i.e., tau(t) is non-increasing for t < tau and is constant for t greater-than-or-equal-to tau. Asymptotic distribution of one of the estimates proposed earlier has been investigated in this paper. This leads to a test for the hypothesis H-0 : tau less-than-or-equal-to tau0 vs H-1 : tau > tau0 (where tau0 > 0). Asymptotic expression for the power of this test under Pitman alternatives is derived. Some simulations are reported.

引用

页码：3571 / 3588

页数：18

共 50 条

[41] SPECIFICATION OF CHANGE POINTS OF FAILURE RATE OR INTENSITY FUNCTION: A NON-PARAMETRIC APPROACH [J].

Jiang, R. .

2012 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT (IEEM), 2012, :747-751

[42] A Cumulative Shock Model with Random Failure Threshold and a Change Point [J].

Shamstabar, Yousof ;

Safaei, Fatemeh ;

Taghipour, Sharareh .

2024 ANNUAL RELIABILITY AND MAINTAINABILITY SYMPOSIUM, RAMS, 2024,

[43] Failure rate of the minimum and maximum of a multivariate normal distribution [J].

Gupta, PL ;

Gupta, RC .

METRIKA, 2001, 53 (01) :39-49

[44] STUDY OF A GENERALIZED WEIBULL DISTRIBUTION WITH OSCILLATORY FAILURE RATE [J].

Wang, Ronghua ;

Gu, Beiqing ;

Xu, Xiaoling ;

Zhang, Shu-Yi .

JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2023, 13 (04) :2326-2342

[45] A review of failure rate studies in power distribution networks [J].

Taghitahooneh, Mohammad ;

Shaghaghi, Aidin ;

Dashti, Reza ;

Ahmadi, Abolfazl .

INTERNATIONAL JOURNAL OF SYSTEM ASSURANCE ENGINEERING AND MANAGEMENT, 2024, 15 (08) :3571-3584

[46] Failure rate of the minimum and maximum of a multivariate normal distribution [J].

Pushpa L. Gupta ;

Ramesh C. Gupta .

Metrika, 2001, 53 :39-49

[47] Study on failure rate analysis for water distribution pipelines [J].

Arai, Yasuhiro ;

Koizumi, Akira ;

Inakazu, Toyono ;

Watanabe, Haruhiko ;

Fujiwara, Masahiro .

JOURNAL OF WATER SUPPLY RESEARCH AND TECHNOLOGY-AQUA, 2010, 59 (6-7) :429-435

[48] Strongly consistent estimation for hazard rate models with a change point [J].

Mi, J .

STATISTICS, 1996, 28 (01) :35-42

[49] SOFTWARE HAZARD RATE MODELING WITH EFFECT OF CHANGE-POINT [J].

Hayashida, Shiho ;

Inoue, Shinji ;

Yamada, Shigeru .

ICIM2012: PROCEEDINGS OF THE ELEVENTH INTERNATIONAL CONFERENCE ON INDUSTRIAL MANAGEMENT, 2012, :398-403

[50] A Combined MLE and Generalized P Chart Approach to Estimate the Change Point of a Multinomial Process [J].

Hou, Chia-Ding ;

Shao, Yuehjen E. ;

Huang, Sheng .

APPLIED MATHEMATICS & INFORMATION SCIENCES, 2013, 7 (04) :1487-1493

← 1 2 3 4 5 →