Modified information approach for detecting change points in piecewise linear failure rate function

Xia Cai; Yubin Tian; Wei Ning

doi:10.1016/j.spl.2017.02.005

Modified information approach for detecting change points in piecewise linear failure rate function

Xia Cai
, Yubin Tian^*
, Wei Ning

^*Corresponding author for this work

School of Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chi-square distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure.

Original language	English
Pages (from-to)	130-140
Number of pages	11
Journal	Statistics and Probability Letters
Volume	125
DOIs	https://doi.org/10.1016/j.spl.2017.02.005
Publication status	Published - 1 Jun 2017

Keywords

Change points
Chi-square distribution
Failure rate function
Information approach

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10.1016/j.spl.2017.02.005

Cite this

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title = "Modified information approach for detecting change points in piecewise linear failure rate function",

abstract = "The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chi-square distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure.",

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author = "Xia Cai and Yubin Tian and Wei Ning",

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year = "2017",

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AU - Cai, Xia

AU - Tian, Yubin

AU - Ning, Wei

PY - 2017/6/1

Y1 - 2017/6/1

N2 - The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chi-square distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure.

AB - The procedure based on the modified information criterion is proposed to detect the change points in the piecewise linear failure rate function. Consistency of the test is established and the asymptotic null distribution of the test statistic is also derived as the standard chi-square distribution. The performance of the test statistic is studied through the simulations. The proposed method is applied to a real example to illustrate the detecting procedure.

KW - Change points

KW - Chi-square distribution

KW - Failure rate function

KW - Information approach

UR - https://www.scopus.com/pages/publications/85013645886

U2 - 10.1016/j.spl.2017.02.005

DO - 10.1016/j.spl.2017.02.005

M3 - Article

AN - SCOPUS:85013645886

SN - 0167-7152

VL - 125

SP - 130

EP - 140

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Modified information approach for detecting change points in piecewise linear failure rate function

Abstract

Keywords

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