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A note on testing for constant hazard against a change-point alternative

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Summary

The problem of testing for constant hazard against a change-point alternative is considered. It is shown that this problem is related to another one in quality control. Based on this relationship, a test is proposed. The main advantages of this test are its computational simplicity and the ready availability of small and large sample distribution theory.

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Author information

Authors and Affiliations

  1. Colorado State University, Colorado, USA

    Yi-Ching Yao

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  1. Yi-Ching Yao
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Yao, YC. A note on testing for constant hazard against a change-point alternative. Ann Inst Stat Math 39, 377–383 (1987). https://doi.org/10.1007/BF02491475

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  • DOI: https://doi.org/10.1007/BF02491475

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