Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지

A Study on Change-Points in System Reliability

  • Kwang Mo Jeong (Department of Statistics, Pusan National University, Kumjung Ku, Pusan 609-735, KOREA)
  • Published : 1994.12.01
Download PDF
⟨ Previous Next ⟩

Abstract

We study the change-point problem in the context of system reliability models. The maximum likelihood estimators are obtained based on the Jelinski and Moranda model. To find the approximate distribution of the change-point estimator, we suggest of parametric bootstrap method in which the estimators are substituted in the assumed model. Through an example we illustrate the proposed method.

Keywords

References

  1. The Annals of Statistics v.2 Nonparametric Change-Point Estimation Carlstein, E.
  2. Biometrika v.65 The Problem of the Nile: Conditional Solution to a Change-Point Problem Cobb, G. W.
  3. The Annals of Statistics v.16 Theoretical Comparison of Bootstrap Confidence Intervals Hall, P.
  4. The Bootstrap and Edgeworth Expansion Hall, P.
  5. Biometrika v.57 Inference about the Change-Point in a sequence of Random variables Hinkley, D. V.
  6. Biometrika v.57 Inference about the Change-Point in a Sequence of Binomial Variables Hinkley, D. V.;Hinkley, E. A.
  7. Biometrika v.74 Conditional Bootstrap Methods in the Mean Shift Model Hinkley, D. V.;Schechtman, E.
  8. Journal of the American Statistical Association v.80 Estimating the Number Faults in a System Joe, H.;Reid, N.
  9. Communications in Statistics, Theory and Method v.21 Estimation in Multi-Path Change-Point Problem Joseph, L.;Wolfson, D. B.
  10. IEEE Transactions and Reliability v.R-30 Stochastic Reliability Growth: A Model for Fault-Removal in Computer-Programs and Hardware-Design Littlewood, B.
  11. Software Reliability Data Musa, J. D.
  12. Applied Statistics v.28 A Non-Parametric Approach to the Change-Point Problem Pettitt, A. N.
  13. Rapport De Recherche Bootstrapping the Change-Point of a Hazard Rate Pham, T. D.;Nguyen, H. T.
  14. Biometrika v.62 A Bayesian Approach to Inference about a Change-Point in a Sequence of Random Variables Smith, A. F. M.
  15. The Statistician v.37 Estimation and Prediction for a Simple Software Reliability Model Wright, D. E.;Hazelhurst, C. E.
  16. Communications in Statistics, Theory and Methods v.22 no.3 Change-Point Problems in Software and Hardware Reliability Zhao, M.