Locating the Change Point of Mean Residual Life of Certain Life Distributions

  • Li, Xiaohu (Department of Mathematics Lanzhou University)
  • Published : 2002.06.01

Abstract

A class of life distributions, whose mean residual life keeps stable at its earlier phase and then starts to decrease in time, is proposed to model the life of an element haying survived its burn-in. A strongly consistent estimator and a nonparametric testing procedure are developed to locate the occurrence of the change-point of the mean residual life. Finally, some numerical simulations are employed to be an illustration as well.

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