Inference on a Sharp Jump in Hazard Rate: A Review
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M. Z. Anis
Abstract
The theory of change point analysis finds applications in diverse fields such as stock market analysis, industrial quality control and reliability studies. In some real life applications, abrupt changes in the hazard function are observed due to overhauls, major operations or specific maintenance activities. In such situations it is of interest to detect the location where such a change occurs and estimate the size of the change. In this expository paper we consider hazard models with a single jump in the hazard rate. We focus on inference problems concerning the change points. The approaches used by the different authors are critically examined. The models under parametric and non-parametric set ups are reviewed. Methods to handle censored data are also discussed. The use of different statistical techniques such as Weak Convergence Theory, TTT transform methods, Bayesian methods etc. are highlighted. Two examples using real life data sets illustrate the concepts.
© Heldermann Verlag
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Articles in the same Issue
- Uncertainty and E-Learning
- Selection of Bayesian Single Sampling Attributes Plans Based on Polya Distribution
- Controlling Energy Utilisation at Reheat Furnace Using Time Series Model
- A Replacement Policy Based on Down Time for a Cold Standby System with Dependent Lifetime and Repairtime
- Inference on a Sharp Jump in Hazard Rate: A Review
- Multivariate EWMA Charts with Variable Sampling Intervals
- Quartile Double Rankled Set Sampling for Estimating the Population Mean
- Control Charts for Mean under Shrinkage Technique
- A Note on Maximum Entropy in Queueing Problems
- Gini's Mean Difference Based Time-Varying EWMA Charts
- A Note on the XIX IMEKO World Congress Fundamental and Applied Metrology
