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Modified information approach for detecting change points in piecewise linear failure rate function

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  • Cai, Xia
  • Tian, Yubin
  • Ning, Wei

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.

Suggested Citation

  • Cai, Xia & Tian, Yubin & Ning, Wei, 2017. "Modified information approach for detecting change points in piecewise linear failure rate function," Statistics & Probability Letters, Elsevier, vol. 125(C), pages 130-140.
    • Handle: RePEc:eee:stapro:v:125:y:2017:i:c:p:130-140
    DOI: 10.1016/j.spl.2017.02.005
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    4. Pan, Jianmin & Chen, Jiahua, 2006. "Application of modified information criterion to multiple change point problems," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2221-2241, November.
    5. Wu, C. Q. & Zhao, L. C. & Wu, Y. H., 2003. "Estimation in change-point hazard function models," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 41-48, May.
    6. Xia Cai & Khamis Khalid Said & Wei Ning, 2016. "Change-point analysis with bathtub shape for the exponential distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(15), pages 2740-2750, November.
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