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Estimation of the Jump-Point in a Hazard Function
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Yahia Abdel-Aty
Veröffentlicht/Copyright:
10. März 2010
Abstract
We consider a piecewise constant hazard function with exactly one jump point, say τ. It uniquely determines an Exponential distribution whose density features a discontinuity of the first kind at the change point τ. Assuming that τ is the unknown parameter of interest, the maximum likelihood estimator is shown to be strongly consistent for τ. Its computation is very simple, because it requires merely a finite number of comparisons. Some graphics and calculations illustrate our results.
Published Online: 2010-03-10
Published in Print: 2003-October
© Heldermann Verlag
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- NP-Optimal Kernels for Nonparametric Sequential Detection Rules
- Availability Formulas and Performance Measures for Separable Degradable Networks
- Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point
- Bayes Inference Problems in Failure-Repair Processes
- Forecasting of Categorical Time Series Using a Regression Model
- Estimation of a Threshold-Value in the Context of Air Pollution and Health
- Estimation of the Jump-Point in a Hazard Function
- Distributions of the Estimated Process Capability Index Cpk
Artikel in diesem Heft
- NP-Optimal Kernels for Nonparametric Sequential Detection Rules
- Availability Formulas and Performance Measures for Separable Degradable Networks
- Bayesian Predictions for Exponentially Distributed Failure Times With One Change-Point
- Bayes Inference Problems in Failure-Repair Processes
- Forecasting of Categorical Time Series Using a Regression Model
- Estimation of a Threshold-Value in the Context of Air Pollution and Health
- Estimation of the Jump-Point in a Hazard Function
- Distributions of the Estimated Process Capability Index Cpk
