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Detecting change points in the stress‐strength reliability P(X

Author

Listed:
  • Hang Xu
  • Philip L.H. Yu
  • Mayer Alvo

Abstract

We address the statistical problem of detecting change points in the stress‐strength reliability R=P(X

Suggested Citation

  • Hang Xu & Philip L.H. Yu & Mayer Alvo, 2019. "Detecting change points in the stress‐strength reliability P(X," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 35(3), pages 837-857, May.
  • Handle: RePEc:wly:apsmbi:v:35:y:2019:i:3:p:837-857
    DOI: 10.1002/asmb.2413
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    References listed on IDEAS

    as
    1. Ross, Gordon J., 2015. "Parametric and Nonparametric Sequential Change Detection in R: The cpm Package," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 66(i03).
    2. James, Nicholas A. & Matteson, David S., 2015. "ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 62(i07).
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