• 제목/요약/키워드: Cange-point model

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Change-Point Estimation and Bootstrap Confidence Regions in Weibull Distribution

  • Jeong, Kwang-Mo
    • Journal of the Korean Statistical Society
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    • 제28권3호
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    • pp.359-370
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    • 1999
  • We considered a change-point hazard rate model generalizing constant hazard rate model. This type of model is very popular in the sense that the Weibull and exponential distributions formulating survival time data are the special cases of it. Maximum likelihood estimation and the asymptotic properties such as the consistency and its limiting distribution of the change-point estimator were discussed. A parametric bootstrap method for finding confidence intervals of the unknown change-point was also suggested and the proposed method is explained through a practical example.

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