Estimation of Change-Point When Hazard Rate Changes Sharply

Abstract

The hazard rate model arrises quite commonly in mechanical or biological systems, which experience a high hazard rate early in their lifetime due to infant mortality and then a constant or steady hazard rate after teh threshold time T. In this paper, we use the total time on test transform approach to estimate the change point T and study its properties. We also compare this estimator with available estimators using a simulation study.