Detecting trend change in hazard functions—an L-statistic approach

Priyanka Majumder () and Murari Mitra ()
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Priyanka Majumder: Indian Institute of Engineering Science and Technology
Murari Mitra: Indian Institute of Engineering Science and Technology

Statistical Papers, 2021, vol. 62, issue 1, No 3, 52 pages

Abstract: Abstract A unified test is proposed to detect trend change in hazard functions. Test statistics based on a weighted integral approach are constructed utilizing a measure of deviation from exponentiality. We exploit L-statistic theory to obtain the exact and asymptotic distributions of our statistics and establish the consistency of the test. Theoretical results of previous works are obtained as special cases. A simulation study shows significant improvement in power depending on appropriate choice of parameters j and k introduced in our work. Finally, applications to real life data sets are presented to illustrate our results.

Keywords: Life distribution; Hazard function; Change point; L-statistic; Asymptotic normality; Modified Weibull extension; Primary 62G10; Secondary 62N05; 90B25 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-018-01074-8

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