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Inference on a Sharp Jump in Hazard Rate: A Review

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  • Anis M. Z.

    (SQC & OR Unit, Indian Statistical Institute, 203, B. T. Road, Calcutta - 700 108 India. zafar@isical.ac.in)

Abstract

The theory of change point analysis finds applications in diverse fields such as stock market analysis, industrial quality control and reliability studies. In some real life applications, abrupt changes in the hazard function are observed due to overhauls, major operations or specific maintenance activities. In such situations it is of interest to detect the location where such a change occurs and estimate the size of the change. In this expository paper we consider hazard models with a single jump in the hazard rate. We focus on inference problems concerning the change points. The approaches used by the different authors are critically examined. The models under parametric and non-parametric set ups are reviewed. Methods to handle censored data are also discussed. The use of different statistical techniques such as Weak Convergence Theory, TTT transform methods, Bayesian methods etc. are highlighted. Two examples using real life data sets illustrate the concepts.

Suggested Citation

  • Anis M. Z., 2009. "Inference on a Sharp Jump in Hazard Rate: A Review," Stochastics and Quality Control, De Gruyter, vol. 24(2), pages 213-229, January.
    • Handle: RePEc:bpj:ecqcon:v:24:y:2009:i:2:p:213-229:n:5
    DOI: 10.1515/EQC.2009.213
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