
Submitted to ASQC Reliability Review, Nov. 1996
A client wanted to compare the Kaplan-Meier (nonparametric maximum likelihood) estimators of the reliabilities of the old and new products. That is, he wanted me to test reliability functions, Ho: R1(t)=R2(t) for all nonnegative t vs. Ha: R1(t)≠R2(t) for some nonnegative t.
Because I’m lazy and fixed in my ways and because I thought it would be easier to explain, I chose the Kolmgorov-Smirnov (K-S) test [Gnendenko]. It’s convenient, practically every statistics text has the tables, and I can program tables and the test statistic easily. The test uses the maximum absolute difference between the Kaplan-Meier estimates of the two reliability functions. Reject Ho if maximum absolute difference, Dmn=max|R1(t)-R2(t)| exceeds a critical value, where m and n are the two sample sizes.
[Read more…]













Ask a question or send along a comment.
Please login to view and use the contact form.