Estimation of change point in failure rate models

Abstract Estimation of the change point is considered for a failure rate function γ ( x ) which is an IDFR or a DIFR function. Kernel density estimators and emperical c.d.f. are utilized for estimating f ( x ) and F ( x ), respectively, which are then used to estimate γ ( x ) and its change point. Asymptotic properties of the change point estimator are considered. Simulation results are given for different γ ( x ) and kernel functions.

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