Journal of Korean Society for Quality Management (품질경영학회지)

Korean Society for Quality Management (한국품질경영학회)
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A NEW UDB-MRL TEST WITH UNKNOWN CHANCE POINT

  • Na, Myung-Hwan (Statistical Research Center for Complex Systems, Seoul National University)
  • Published : 2002.09.01
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Abstract

The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

Keywords

References

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