The Total Time on Test Plot and the Cumulative Total Time on Test Statistic for a Counting Process
The Annals of Statistics · 1986 · Volume 14 · Issue 3
Abstract
Results on the total time on test plot are usually obtained on the assumption that the number of events to be observed is fixed in advance. Here it is shown that the same large sample results hold when the number of events is random if a simple condition is satisfied.
Keywords
62M99, 62N05, 62P10, counting process, cumulative total time on test statistic, Random time change, Testing exponentiality, Total time on test plot
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