A Family of Tests for Trend Change in Mean Residual Life with Known Change Point

  • Na, Myung-Hwan (Department of Naval Architecture and Ocean Engineering, Chosun University) ;
  • Kim, Jae-Joo (Department of Statistics, Seoul National University)
  • Published : 2000.12.01

Abstract

The mean residual function is the expected remaining life of an item at age x. The problem of trend change in the mean residual life is great interest in the reliability and survival analysis. In this paper, we develop a family of test statistics for testing whether or not the mean residual life changes its trend. The asymptotic normality of the test statistics is established. Monte Carlo simulations are conducted to study the performance of our test statistics.

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