A NEW UDB-MRL TEST WITH UNKNOWN CHANCE POINT

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Journal of Korean Society for Quality Management > Volume 30(3); 2002 > Article

Journal of Korean Society for Quality Management 2002;30(3): 195-.

ABSTRACT

The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

Key Words: UDB-MRL;Testing;Change Point;