Proceedings of the Korean Society for Quality Management Conference (한국품질경영학회:학술대회논문집)

Korean Society for Quality Management (한국품질경영학회)
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A FAMILY OF TESTS FOR TREND CHANCE IN MEAN RESIDUAL LIFE WITH UNKNOWN TURNING POINT

  • Na, Myoung-Hwan (Department of Statistics, Seoul National University) ;
  • Kim, Jae-Joo (Department of Statistics, Seoul National University)
  • Published : 1998.11.01
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Abstract

A family of test statistics is proposed for testing whether or not the mean residual life(MRL) changes its trend. We do not assume that the turning point or the proportion before the turning point is known. This family includes the test statistic proposed by Aly (1990) and Hawkins, Kochar and Leader (1992) for complete samples. We establish the asymptotic null distribution of test statistics and obtain asymptotic critical values of the asymptotic null distribution using Durbin's approximation. We study Monte Carlo simulation to compare the proposed tests with previously known tests.

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