Information approach for a lifetime change-point model based on the exponential-logarithmic distribution

ABSTRACT

The exponential-logarithmic distribution is a distribution which has a decreasing failure function and various applications such as in biological and engineering fields. In this paper, we study a change-point problem of this distribution. A procedure based on Schwarz information criterion is proposed to detect changes in parameters of this distribution. Simulations are conducted to indicate the performance of the proposed procedure under different scenarios. Applications on two real data are provided to illustrate the detection procedure.

KEYWORDS:

• Change point
• Exponential-logarithmic distribution
• Information criterion
• Lifetime
• Statistical modeling.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F03
• 62P30

Acknowledgements

The simulation study was supported in part by the grant PCS0233-2 from the Ohio Supercomputer Center in Columbus, Ohio.