Mathematics and Statistics Faculty Publications
Modified information Approach for Detecting Change Points in Piecewise Linear Failure Rate Function
Document Type
Article
Abstract
The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chi-square distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure.
Repository Citation
Cai, Xia; Tian, Yubin; and Ning, Wei, "Modified information Approach for Detecting Change Points in Piecewise Linear Failure Rate Function" (2017). Mathematics and Statistics Faculty Publications. 69.
https://scholarworks.bgsu.edu/math_stat_pub/69
Publication Date
2017
Publication Title
Statistics & Probability Letters
DOI
https://doi.org/10.1016/j.spl.2017.02.005
Start Page No.
130
End Page No.
140