ESTIMATION OF THE CHANGE POINT OF THE GENERALIZED FAILURE RATE FUNCTION

Abstract

The change point of a function is defined to be the point (assumed unique) that minimizes or maximizes the function. Fixed and narrow 'window' estimators are proposed and studied for the change point of the generalized failure rate function r(x) = f(x)/g(F(x)/G) where F and G are distributions with densities f and g, respectively. A computer program has been written in FORTRAN IV to obtain estimates of the change point of density and failure rate functions. Several numerical investigations have indicated the superiority of a particular estimator in the case of small samples.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1969
Accession Number
AD0693969

Entities

People

  • Subramani Arunkumar

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computer Programs
  • Computers
  • Convergence
  • Data Science
  • Distribution Functions
  • Estimators
  • Gaussian Processes
  • Information Science
  • Maximum Likelihood Estimation
  • Normal Distribution
  • Probability
  • Random Variables
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Stochastic Processes
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Statistical inference.