Asymptotic Score-Statistic Processes and Tests for Constant Hazard Against a Change-Point Alternative
渐近得分统计过程及恒定风险率对单变点备择的检验
The problem of testing for a constant failure rate against alternatives with failure rates involving a single change-point is considered. The asymptotic significance level for tests based on maximal score statistics are shown to involve the solution to a first passage time problem for an Ornstein-Uhlenbeck process. An example illustrates the methodology.