Estimation of the Jump-Point in a Hazard Function
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| 024 | 7 | 0 | |a 10.1515/EQC.2003.251 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/EQC.2003.251 | ||
| 245 | 0 | 0 | |a Estimation of the Jump-Point in a Hazard Function |h [Elektronische Daten] |c [Yahia Abdel-Aty, Dietmar Ferger] |
| 520 | 3 | |a We consider a piecewise constant hazard function with exactly one jump point, say τ. It uniquely determines an Exponential distribution whose density features a discontinuity of the first kind at the change point τ. Assuming that τ is the unknown parameter of interest, the maximum likelihood estimator is shown to be strongly consistent for τ. Its computation is very simple, because it requires merely a finite number of comparisons. Some graphics and calculations illustrate our results. | |
| 540 | |a © Heldermann Verlag | ||
| 700 | 1 | |a Abdel-Aty |D Yahia |u Department of Mathematics, Faculty of Science, Al-Azhar University, 1884 Nasr City, Cairo, Egypt |4 aut | |
| 700 | 1 | |a Ferger |D Dietmar |u Department of Mathematics, Dresden University of Technology, Mommsenstr. 13, D-01062 Dresden, Germany |4 aut | |
| 773 | 0 | |t Economic Quality Control |d Walter de Gruyter GmbH & Co. KG |g 18/2(2003-10), 251-261 |x 0940-5151 |q 18:2<251 |1 2003 |2 18 |o EQC | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/EQC.2003.251 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/EQC.2003.251 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Abdel-Aty |D Yahia |u Department of Mathematics, Faculty of Science, Al-Azhar University, 1884 Nasr City, Cairo, Egypt |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Ferger |D Dietmar |u Department of Mathematics, Dresden University of Technology, Mommsenstr. 13, D-01062 Dresden, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Economic Quality Control |d Walter de Gruyter GmbH & Co. KG |g 18/2(2003-10), 251-261 |x 0940-5151 |q 18:2<251 |1 2003 |2 18 |o EQC | ||
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