Specificationof change points of failure rate or intensity function: A non-parametric approach

The plot of failure rate function or intensity function of an item can have one or two change points where the function value changes quickly. There are many situations (e.g., burn-in testing design and preventive maintenance decision) where the locations of change points need to be specified. This paper presents a non-parametric approach to estimate the change points. The proposed approach is simple and relatively robust. The approach consists of two steps. The first step deals with empirically estimating the failure rate or intensity function and the second step uses a cluster analysis method to specify the change points. Three examples are used to illustrate the proposed approach and its appropriateness.