Single change-point detection methods for small lifetime samples

In this paper, we address the problem of deciding if either n consecutive independent failure times have the same failure rate or if there exists some k∈{1,…,n}$$k\in \{1,\ldots ,n\}$$ such that the common failure rate of the first k failure times is different from the common failure rate of the last n-k$$n-k$$ failure times, based on an exponential lifetime distribution. The statistical test we propose is based on the empirical average ratio …