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On the Rate of Strong Consistency of the Total Time on Test Statistic

Miklós Csörgo and Ricardas Zitikis

Journal of Multivariate Analysis, 1998, vol. 66, issue 1, 99-117

Abstract: We give a complete description of the rate of strong consistency of the scaled and unscaled total time on test curves, which are fundamental notions in the statistical theory of reliability and life testing. The proof is crucially based on the general Vervaat process.

Keywords: Total time on test curve; scaled total time on test curve; total time on test process; scaled total time on test process; empirical process; quantile process; Vervaat process; integrated Bahadur-Kiefer process; integrated empirical difference process; law of the iterated logarithm; Finkelstein class (search for similar items in EconPapers)
Date: 1998
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