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On the Rate of Strong Consistency of the Total Time on Test Statistic

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  • Csörgo, Miklós
  • Zitikis, Ricardas
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    Abstract

    We give a complete description of the rate of strong consistency of the scaled and unscaled total time on test curves, which are fundamental notions in the statistical theory of reliability and life testing. The proof is crucially based on the general Vervaat process.

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    File URL: http://www.sciencedirect.com/science/article/B6WK9-45J4X62-7/2/381f043d1a127cdac4c68ad2a84ac116
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Multivariate Analysis.

    Volume (Year): 66 (1998)
    Issue (Month): 1 (July)
    Pages: 99-117

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    Handle: RePEc:eee:jmvana:v:66:y:1998:i:1:p:99-117

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    Related research

    Keywords: Total time on test curve; scaled total time on test curve; total time on test process; scaled total time on test process; empirical process; quantile process; Vervaat process; integrated Bahadur-Kiefer process; integrated empirical difference process; law of the iterated logarithm; Finkelstein class;

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    1. Csörgo, Miklós & Zitikis, Ricardas, 1996. "Strassen's LIL for the Lorenz Curve," Journal of Multivariate Analysis, Elsevier, vol. 59(1), pages 1-12, October.
    2. Rao, C. R., 1995. "Strassen's Law of the Iterated Logarithm for the Lorenz Curves," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 239-252, August.
    3. Csörgö, Miklós & Zitikis, Ricardas, 1997. "On the rate of strong consistency of Lorenz curves," Statistics & Probability Letters, Elsevier, vol. 34(2), pages 113-121, June.
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