On the asymptotic distribution of an estimate of the change point in a failure rate
The failure rate r(t) is assumed to have the shape of the"first"part of the"bathtub"model, i.e.r(t) is non-increasing for t r. Asymptotic distribution of one of the estimates proposed earlier has been investigated in this paper. This leads to a test for the hypothesis HQ r r (where TQ > 0). Asymptotic expression for the power of this test under Pitman alternatives is derived. Some simulations are reported.