Detecting trend change in hazard functions—an L-statistic approach
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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.
KeywordsLife distribution Hazard function Change point L-statistic Asymptotic normality Modified Weibull extension
Mathematics Subject ClassificationPrimary 62G10 Secondary 62N05 90B25
The authors are grateful to all anonymous reviewers for their insightful comments on an earlier version of this manuscript which have led to a substantial improvement in the presentation of the paper.
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