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Improved test for the scale parameter of the power-law process with incomplete failure data

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  • J. Chumnaul
  • M. Sepehrifar

Abstract

The problem of testing the scale parameter (γ) of the power-law process for a single system is taken into account when dealing with incomplete failure data. In this study, the modified signed log-likelihood ratio test is introduced as a method for testing parameter γ. The accuracy of the proposed method is evaluated in the literature. For incomplete failure data, the modified signed log-likelihood ratio test is satisfactory and preferable to the signed log-likelihood ratio test for most situations in terms of controlling type I errors, and this method works well like the generalized variable test which is the exact method since it yields the empirical type I errors close to the nominal level 0.05. In terms of empirical powers, the modified signed log-likelihood ratio test performs satisfactorily and seems to be superior to the generalized variable test when the ratio of γ1/γ0 is small even for small number of failures and large missing ratios.

Suggested Citation

  • J. Chumnaul & M. Sepehrifar, 2022. "Improved test for the scale parameter of the power-law process with incomplete failure data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(12), pages 4221-4234, May.
    • Handle: RePEc:taf:lstaxx:v:51:y:2022:i:12:p:4221-4234
    DOI: 10.1080/03610926.2020.1813303
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