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Repairable Systems Reliability Trend Tests and Evaluation

Peng Wang, Ph.D., United Technologies Research Center


David W. Coit, Ph.D., Rutgers University

Keywords: repairable system, reliability trend test, counting failure process, homogeneous Poisson process, non-
homogeneous Poisson process, renewal process

SUMMARY & CONCLUSIONS

Repairable systems reliability trend tests are reviewed, extensively tested and compared to
evaluate their effectiveness over diverse data patterns. A repairable system is often modeled as a
counting failure process. For a counting failure process, successive inter-arrival failure times will
tend to become larger (smaller) for an improving (deteriorating) system. During testing and
development of new systems, reliability trend analysis is needed to evaluate the progress of the
design development and improvement process. Often a program of testing and modification,
followed by more testing and modification, is required to achieve a desired system reliability goal.
Reliability trend tests can be an important part of this program. The objective of system reliability
trend tests is to determine whether and how the pattern of failures is significantly changing with
time. This paper reviews the following four trend tests: (1) Crow/AMSAA Test, (2) PCNT (pair-
wise comparison nonparametric test), (3) Laplace Test, and (4) Lewis-Robinson Test. These tests
are extensively tested, evaluated and compared for diverse repairable system reliability trends.
Particular emphasis focused on comparisons with low sample sizes. Simulation models for trend
tests are presented and discussed; and simulation results are summarized and compared. Based on
these comparisons, it is concluded that the Crow/AMSAA test is the most robust trend test.

1. INTRODUCTION

A repairable system is often modeled as a counting failure process. Analysis of repairable


system reliability must consider the effects of successive repair actions. When there is no trend in
the system failure data, the failure process can often be modeled as a renewal process where
successive repair actions render the system to be in “good as new” condition. The two principal
classes of systems where this is not appropriate is (1) reliability growth where design flaws are
removed and the failure intensity is decreasing over time as the design evolves and improves, and
(2) reliability deterioration when a system ages.

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Reliability trend tests constitute a major tool during the system development or monitoring
process. They are also very helpful when reliability evaluation is needed. They can be used to
identify reliability growth by the observed data. Two general types of reliability trend tests for
repairable systems, with null (Ho) and alternative (Ha) hypotheses, as follows:

Trend Test 1.

Ho : Homogeneous Poisson Process (HPP)


Ha : Non-homogeneous Poisson Process (NHPP)

Trend Test 2.

Ho : Renewal Process
Ha : Non-Renewal Process

For systems undergoing reliability growth testing, it is critically important to identify whether
significant improvement (i.e., real reliability growth) is occurring. System reliability growth can be
detected by observing a significant trend of increasing successive time-between-failures, i.e., system
failure inter-arrival times. For fielded systems, it is very important to detect when the system
reliability is deteriorating. Decisions for preventive maintenance and over-haul require this
information. System reliability deterioration can be detected by observing a significant trend of
decreasing successive time-between-failures. A non-homogeneous Poisson process (NHPP) is
capable of modeling these situations. If the failure intensity function, u(t), is decreasing over time,
the times between failures tend to be longer, and if it is increasing, the times between failures tend
to be shorter.

Often in system early design phase, a formalized testing program is developed to identify design
flaws and implement improvements. Reliability growth testing provides a systematic method to
conduct developmental testing, to track the progress of reliability improvement efforts and to
predict system reliability given the observed (or anticipated) rate of improvement. Reliability
growth testing has been adopted by the many industries, including defense [1], automotive [2] and
cellular telephone industries [3].

If a system in service can be repaired to "good as new" condition following each failure, then
the failure process is called a renewal process. For renewal processes, the times between failures
are independent and identically distributed. A special case of this is the Homogeneous Poisson
Process (HPP) which has independent and exponential times between failures.
Once reliability data has been collected, it is important to select an appropriate trend test. Power,
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computational ease and simplicity of interpretation of trend test results are factors that should be
considered in the decision of selecting an appropriate trend test. Another practical problem is that
the available sample sizes are often small, making it critical to be able to evaluate the performance
of trend tests for various and differing sample sizes and select the most robust one. There are many
trend tests that will be effective when there is plentiful data. However, a truly useful trend test will
continue to be effective for smaller sample sizes.
This paper is composed of five sections. Section 2 provides formal definitions of HPP, NHPP
and Renewal Process. Section 3 introduces four trend tests. In section 4, simulation models for trend
tests are presented and discussed; simulation results are summarized and compared. Section 5
makes conclusions.

Notation
HPP Homogeneous Poisson Process
NHPP Non-homogeneous Poisson process
N(t) number of observed failures in (0, t]
u(t) failure intensity (sometimes called "instantaneous failure rate")
Λ(t) expected number of failures by time t
λ, β model parameters (λ >0, β > 0)
t development test time

2. HPP, NHPP AND RENEWAL PROCESS

2.1 Homogeneous Poisson Process (HPP)


A counting process, N(t), is a homogenous Poisson process with parameter λ>0 if
• N(0)=0
• the process has independent increments
• the number of failures in any interval of length t is distributed as a Poisson distribution with
parameter λt
There are several implications to this definition of Poisson process. First, the distribution of the
number of events in (0, t] has the Poisson distribution with parameter λt. Second, the expected
number of failures by time t, is Λ(t) = E[N(t)] = λt, where λ is often called the failure intensity or
rate of occurrence of failures (ROCOF). Therefore, the probability that N(t) is a given integer n is
expressed by
( λ t ) n e − λt
Pr{N (t ) = n} = , n = 0, 1, 2, … (1)
n!
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The intensity function is u(t) = Λ′(t) = λ. Therefore, if the inter-arrival times are independent
and identically distributed exponential random variables, then N (t ) corresponds to a Poisson
process.

2.2 Non-homogeneous Process (NHPP)


A counting process, N(t), is a nonhomogenous Poisson process if
• N(0) = 0
• the process has independent increments
• the number of failures in any interval of length t is distributed as a Poisson distribution with
parameter Λ(t)
• Pr{N(t+h) - N(t) = 1} = u(t) + o(h)
• Pr{N(t+h) - N(t) ≥ 2} = o(h)
Λ(t) is the mean value function which describes the expected cumulative number of failures. u(t)
is the failure intensity function. o(h) denotes a quantity which tends to zero for small h. Given u(t),
the mean value function Λ(t)=E[N(t)] satisfies

Λ(t ) = ∫0 u ( s ) ds
t
(2)

Inversely, knowing Λ(t), the failure intensity at time t can be obtained as u(t)= dtd Λ (t ) .

As a general class of well-developed stochastic process models in reliability engineering, non-


homogeneous Poisson process models have been successfully used in studying hardware and
software reliability problems. NHPP models are especially useful to describe failure processes
which possess trends such as reliability growth or deterioration. The cumulative number of failures
to time t, N(t), follows a Poisson distribution with parameter Λ(t). The probability that N(t) is a
given integer n is expressed by

Pr{N (t ) = n} =
[Λ (t )]n − Λ (t )
e , n = 0, 1, 2, … (3)
n!
Reliability growth testing, also known as Test-Analyze-and-Fix (TAAF) testing, involves the
testing of a system early in the development cycle when the design is immature and design changes
can be implemented more readily. At this point the design is still evolving and system reliability is
improving as design changes are made in response to observed failures. Reliability growth testing
has many advantages compared to reliability qualification and validation testing. One advantage is
that it is not necessary to wait until all design efforts have been completed to initiate a reliability
testing program. Another attractive feature of reliability growth testing is that the emphasis is on

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reliability improvement as opposed to reliability measurement.
The concept of reliability growth testing was introduced by Duane [4] who was involved in
developmental testing of aircraft engines. Crow [5] further studied reliability growth and proposed
that the improvement in reliability can be modeled by a NHPP. He formalized his findings with the
popular Crow/AMSAA model with corresponding maximum likelihood estimators for model
parameters and goodness-of-fit tests.

E [N (t )] = λ (t )
The Crow/AMSAA reliability growth model is as follows:
β
(4)

u (t ) = λβ(t )
β −1
(5)
where N(t) = number of observed failures in (0, t]
u(t) = failure intensity
λ, β = model parameters (λ >0, β > 0)
t = development test time
For 0 < β < 1, failures during development testing occur as a NHPP with a decreasing failure
intensity. When development testing is concluded at time t, subsequent failures in actual or field
conditions at time τ, arrive in accordance with a HPP at a constant rate of u(τ;t) = λβ(t)β−1. In other
words, failure intensity is decreasing during development testing and constant thereafter. This is
logical because design fixes are being implemented to prevent or minimize the occurrences of
observed failures during the testing program. Then, improvement ceases at the conclusion of
testing because it is no longer practical or cost effective to incorporate design changes in response
to each failure.
Other reliability growth models have also been proposed by Lloyd [6], Robinson and Dietrich
[7, 8], and Crow [9 – 11].

2.3 Renewal Process


A renewal process is more general than the HPP for describing system failure processes where
there is no trend. For renewal processes, times between failures can be distributed according to any
lifetime distribution [12]. If observed system failure patterns follow a renewal process, then there is
no reliability growth or deterioration. If the inter-arrival times are distributed as independent and
identically distributed exponential random variables, then the renewal process is also a HPP.

3. TREND TESTS

During testing and development of new systems, reliability trend analysis is needed to evaluate

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the progress of the development process. Often a program of testing and modification followed by
more testing is required in order to meet a pre-determined reliability specification [13]. Reliability
trend test can be an important part of this program.
A stochastic point process exhibits monotonic trend if FX i ( x) > FX j ( x) or FX i ( x) < FX j ( x) for

every i ≥ 1, j > i and x > 0 , where X i and X j are independent random variables [14]. If we

assume that we have a sequence of independent inter-arrival times, then this is an improving
process if FX i (x) > FX j (x) for every i ≥ 1, j > i and x > 0 . Similarly, the process is deteriorating if

the former inequality is reversed. This implies that successive inter-arrival failure times will tend to
become larger (smaller) for an improving (deteriorating) system.
The objective of system reliability trend tests is to determine whether the pattern of failures is
significantly changing with time. This can be conducted by testing a null hypothesis that the system
failure pattern is a renewal process. If this hypothesis can be rejected at some appropriate
significance level, then, it can be concluded that some level of reliability improvement or
deterioration is occurring. In practice, it can be difficult to test the renewal process null hypothesis.
It is often more convenient to test a Poisson process (HPP) null hypothesis. The danger with this
approach is that renewal processes with non-exponential failure inter-arrival times may lead to a
rejection of the null hypothesis even when there is no trend.

3.1 Trend Tests


This paper focus on the following four quantitative trend tests:
• Crow/AMSAA Test
• PCNT (pair-wise comparison nonparametric test)
• Laplace Test
• Lewis-Robinson Test
3.1.1 Crow/AMSAA Test
The Crow/AMSAA test [5] is based on the assumption that a failure intensity of u (t ) = λβ t β −1 is
appropriate. When β=1, the failure intensity reduces to u(t)=λ, which means the failure process
follows a HPP. Then, the test involves whether an estimate of β is significantly different from 1.
The hypothesis test is:
Ho: β = 1 (HPP)
Ha: β ≠ 1 (NHPP)
For one system on test, the maximum likelihood estimate (MLE) for β is,
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βˆ =
∑ ln (T
N
/ Ti )
N −1
(6)

i =1
N

where N = number of observed failures


Ti = ith failure arrival time
2 Nβ
βˆ
The test statistic is . According to Crow, it is distributed as a chi-squared random variable.

So considering the null hypothesis, the rejection criteria is given by:

< χ 22 N , 1−α / 2 or > χ 22 N , α / 2 .


2N 2N
ˆβ ˆβ
Reject H0 if

3.1.2 PCNT (pair-wise comparison nonparametric test) [14]


The hypothesis test is:
Ho: renewal process
Ha: not a renewal process
PCNT is nonparametric in nature because it does not require any assumption about the failure
process. To conduct the test, compare all the inter-arrival times Xj and Xi for j > i, count the number
of times that Xj > Xi for j > i and define this number as U. Under H0, the mean value of U
is E (U ) = N ( N − 1) / 4 where N is the number of failures. The variance of U can be estimated as
Var(U) = (2N+5)(N-1)N/72.
The test statistic is
U − N ( N − 1) / 4
Up =
(2 N + 5)( N − 1) N
(7)

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For large N, the test statistic is approximately distributed as a standard normal distribution
according to the central limit theorem. Therefore, reject Ho if U p > z α / 2 or U p < − z α / 2 .

3.1.3 Laplace Test [14]


The hypothesis test is:
Ho: HPP
Ha: NHPP
Under Ho and conditioning on TN, T1, T2, …, TN-1, are uniformly distributed on (0, TN). The test
statistic is

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∑T
N −1
− ( N − 1)
TN
i =1
i
2
N −1
UL= (8)
TN
12
where N= number of failures
Ti = ith failure arrival time
The rejection criteria is based on a standard normal distribution assumption for UL. It is given
by,
Reject H0 if UL > z α / 2 or UL < − z α / 2 .
The Laplace test corresponds to a Poisson process (HPP) null hypothesis. Therefore, there is the
danger that Ho is rejected when the underlying failure process is a non-exponential renewal process.

3.1.4 Lewis-Robinson Test [14]


As mentioned in previous section, The Laplace test corresponds to a Poisson process null
hypothesis. When the Laplace test is used, there is the danger that Ho is rejected when the
underlying failure process is a non-exponential renewal process. Lewis-Robinson (L-R) test is a
modification of Laplace test that attempts to overcome this deficiency. The Lewis-Robinson test of
renewal hypothesis uses the numerical values of inter-arrival times.
The hypothesis test is:
Ho: renewal process
Ha: not a renewal process
The Lewis-Robinson test statistics ULR is formed by dividing the Laplace test statistic UL by the
coefficient of variation (CV) for the observed inter-arrival times.

U LR =
UL
(9)
CV
where CV is the estimated coefficient of the variation of the inter-arrival times. CV can be
calculated by

CV [ X ] =
Vaˆr[ X ]
(10)
X
where X represent the variable of inter-arrival times.
Reject Ho if U LR > z α / 2 or U LR < − z α / 2 .

4. EVALUATION

4.1 Simulation Models


To compare these four different trend tests, numerous simulations were conducted. Two NHPP
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models and various renewal processes were assumed to be appropriate and data simulated. All four
tests are applied to the simulated data to observe the result compared to the underlying known
model. The probability of a Type I and Type II error was then empirically observed and tabulated.
The simulation was run for a selected time T.
Simulated data was generated from models with and without a trend. The two NHPP models
are a Crow/AMSAA and a linear model as follows.
Crow model: u(t ) = λβ t β −1 , 0 ≤ t ≤ T, λ, β > 0

Linear model: u(t)= λ + βt , 0 ≤ t ≤ T, λ, u(t) > 0


HPP models (no trend) were considered as a special case of both NHPP model. Additionally,
other non-HPP renewal process models were used to simulate failure data.
For the Crow model, simulation was run 1,000 times for every combination of β = {0.5, 0.75,
1.0, 1.25, 1.5, 2, 3, 5}, E[N(t)] = {5, 10, 20, 30, 50, 70, 100}, and α = {.01, .1}. For the linear
model, simulation was run 1,000 times for every combination of u(T)/u(0) = {0.5, 0.75, 1.0, 1.25,
1.5, 2, 3, 5} and E[N(t)] = {5, 10, 20, 30, 50, 70, 100}, and α = {.01, .1}. α is the test confidence
level. For a sound test, α should approximate the probability of a Type I error when the null
hypothesis is true. The Crow/AMASS β parameter and the linear model u(T)/u(0) represent the
respective model’s degree of time dependence. (u(T)/u(0) = 1 + βT for linear model.) When β or
u(T)/u(0) is less than one, u(t) is decreasing, and when β or u(T)/u(0) is greater than one, u(t) is
increasing. As β or u(T)/u(0) increases, a sound test will consistently reject with a higher
probability. When either β or u(T)/u(0) equals one, the model is a HPP.

4.2 Simulation Results


The simulation results are presented numerically in Table 1 and 2 for the two NHPP cases. Also
Figures 4-1 through 4-8 present several important cases. In the figures, the y-axis, labeled
probability, is the observed proportion of simulations that the hypothesis test results in a fail-to-
reject decision. So, for any non-renewal model, it would be desirable for the probability (y-axis) to
be low. For a renewal process, it would be desirable for the probability to be high.

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Alpha=0.1,Beta=0.5

1.0
0.8

Probability
Crow
0.6 PCNT
Laplace
0.4
L-R
0.2
0.0
0 20 40 60 80 100
E[N(t)]

Figure 4-1: AMSAA/Crow Model (β = .5) Probability Fail-to-Reject vs. E[N(t)]

Alpha=0.1,Beta=2

1.0
0.8
Probability

Crow
0.6 PCNT
LaPlace
0.4
L-R
0.2
0.0
0 20 40 60 80 100
E[N(t)]

Figure 4-2: AMSAA/Crow Model (β = 2) Probability Fail-to-Reject vs. E[N(t)]

Alpha=0.1,E[N(t)]=10

1.0

0.8
Probabili

Crow
0.6 PCNT
LaPlace
0.4
L-R
0.2

0.0
0 1 2 3 4 5
Beta

Figure 4-3: AMSAA/Crow Model Probability Fail-to-Reject vs. β; sparse data (E[N(t)]=10)

Alpha=0.1,E[N(t)]=50

1.0

0.8
Probabilit

Crow
0.6 PCNT

0.4 LaPlace
L-R
0.2

0.0
0 1 2 3 4 5
Beta

Figure 4-4: AMSAA/Crow Model Probability Fail-to-Reject vs. β; plentiful data (E[N(t)]=50)

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Alpha=0.1,u(T)/u(0)=0.5

1.0
0.8

Probability
Crow
0.6 PCNT
LapLace
0.4
L-R
0.2
0.0
0 50 100
E[N(t)]

Figure 4-5: Linear Model (u(T)/u(0) = .5) Probability Fail-to-Reject vs. E[N(t)]

Alpha=0.1,u(T)/u(0)=5

1.0
0.8
Probability

Crow
0.6 PCNT
LapLace
0.4 L-R
0.2
0.0
0 50 100
E[N(t)]

Figure 4-6: Linear Model (u(T)/u(0) = 5) Probability Fail-to-Reject vs. E[N(t)]

Alpha=0.1,E[N(t)]=10

1.00
0.80
Probability

Crow
0.60 PCNT
LapLace
0.40 ModLapLace
0.20
0.00
0 1 2 3 4 5
u(T)/u(0)

Figure 4-7: Linear Model Probability Fail-to-Reject vs. u(T)/u(0), sparse data (E[N(t)]=10)

Alpha=0.1,E[N(t)]=50

1.00
0.80
Probability

Crow
0.60 PCNT
LapLace
0.40
ModLapLace
0.20
0.00
0 1 2 3 4 5
u(T)/u(0)

Figure 4-8: Linear Model Probability Fail-to-Reject vs. u(T)/u(0), plentiful data (E[N(t)]=50)

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Figures 4-1 and 4-5 correspond to decreasing u(t) while Figures 4-2 and 4-6 correspond to
increasing u(t). For all four of these examples, an HPP or renewal process is not appropriate
(except when β = 1 or u(T)/u(0) = 1) and a sound trend test will reject with a high probability. As
would be expected, the performance improves as more data is available. Figures 4-3 and 4-7
correspond to cases where there is sparse data available to test the trend, while Figures 4-4 and 4-8
correspond to the case where there is significant data available. For these eight graphs, it is
interesting to observe the test performance. A perfect test would have probability equal to 1-α
when β or u(T)/u(0) is one, and low everywhere else. Of course, when β or u(T)/u(0) are close to
one, it is not surprising that it is difficult to detect a trend, particularly, when data is sparse. Various
renewal processes were also simulated. Renewal processes with Weibull inter-arrival times were
selected for the simulation. These results are presented in Table 3. Figures 4-9 and 4-10 present
sample graphical output. For these analyses and graphs, β represents the Weibull distribution shape
parameter for the inter-arrival time distribution.

Alpha=0.1, Be ta=0.5

1.0

0.8
Crow
Probability

0.6 PCNT
LapLac e
0.4
L-R
0.2

0.0
0 20 40 60 80 100
E[N(t)]

Figure 4-9: Renewal Process Probability (β=.5) Fail-to-Reject vs. E[N(t)]


Alpha= 0.1, Be ta= 2

1.0

0.8
Crow
Probability

0.6 P CNT
LapLac e
0.4
L-R
0.2

0.0
0 20 40 60 80 100
E[N(t)]

Figure 4-10: Renewal Process Probability (β=2) Fail-to-Reject vs. E[N(t)]

4.3 Summary of Trend Test Comparisons


When the Crow/AMSAA model is the assumed model, as expected the Crow/AMSAA test is
consistently the most powerful test among the four tests (Figures 4-1 to 4-4). When β>1, PCNT
Test is the least powerful, and the Laplace test is more powerful than L-R test. When β<1, there is
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no observable difference in power between Laplace Test and L-R Test. When E[N(t)] is large,
Laplace test has similar power as Crow/AMSAA test. So in general, when β>1, PCNT, L-R,
Laplace and Crow/AMSAA test are in an increasing order of performance. When β is close to 1
(but not equal to 1), all tests are weak in power as expected. It is hardly surprising that the
Crow/AMSAA model has the best performance when it is the assumed model. It is still an
important observation because it is the model most often “believed” to be appropriate. However, it
is necessary to observe its performance when there is some other NHPP model or a non-exponential
renewal process.
For the linear model (Figures 4-5 to 4-8), when u(T)/u(0)<1, the Crow/AMSAA Test is the least
powerful among the four tests. However, when u(T)/u(0)>1, it is observed to be the most powerful,
while PCNT Test is the least powerful. It is interesting to note that the performance for the L-R
Test becomes very poor when u(t) is increasing rapidly. Specifically, when u(T)/u(0)<1, all tests are
weak and Crow/AMSAA is the weakest. But when u(T)/u(0)>1, it becomes the strongest while
PCNT test becomes the weakest. L-R and Laplace test are similar in power. When E[N(t)] is large,
Crow/AMSAA, L-R and Laplace have similar power. Generally, when u(T)/u(0) is close to 1, no
test performs good. When u(T)/u(0)>1, PCNT, L-R, Laplace and Crow/AMSAA tests are in an
increasing order of performance.
For the renewal process, when the Weibull shape parameter (β) is less than one, the system
hazard function is decreasing. For this case, the PCNT and L-R tests are superior. This is not too
surprising because these are the two tests that are specifically used to test renewal rather than
homogeneous Poisson processes. When the Weibull shape parameter (β) is greater than one, the
system hazard function is increasing. For these cases, all tests perform quite well. This is an
important result because many mechanical systems will perform as a renewal process in the early
age with time dependent and increasing hazard function for inter-arrival times. Then, as these
systems age, they are more likely to follow a NHPP with increasing u(t).
5. CONCLUSIONS
The reliability growth philosophy is to begin reliability testing early in the design and
development process, generally exposing the test item to environmental conditions simulating
actual usage conditions. When failures are observed, failure analyses are conducted and the
appropriate failure mechanisms and root causes are identified. Then, the design is revised or
improved to prevent or minimize future occurrence of the same failure mechanisms. In practice, it
is generally impossible to implement design changes in response to 100% of observed failures.
However, the reliability growth philosophy suggests the investigation of all observed failures and
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the implementation of “fixes” for those failure modes which demonstrate a failure rate that does not
support attainment of the system reliability goal.
In this paper, for important reliability trend tests are evaluated using simulated data. The
comparison of these tests is enlightening. One interesting result is that the PCNT offers very little
advantages over the other tests. This is surprising because, it is the most general test, and it has
asymptotically sound properties. The Crow/AMSAA test was observed to have the best
performance or comparable performance in all cases but two: linearly decreasing u(t) and renewal
processes with decreasing hazard functions. Overall, however, the Crow/AMSAA test is the most
robust.

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Table 1: Trend Test Results (NHPP-Linear) Table 2: Trend Test Results (NHPP-Crow)
u(T)/u(0) E[N(T)] Crow PCNT Laplace L-R Beta E[N(T)] Crow PCNT Laplace L-R
0.5 5 0.87 0.83 0.84 0.80 0.5 5 0.64 0.71 0.62 0.72
0.5 10 0.90 0.81 0.82 0.78 0.5 10 0.43 0.38 0.42 0.35
0.5 20 0.84 0.71 0.76 0.74 0.5 20 0.12 0.16 0.18 0.12
0.5 30 0.79 0.69 0.67 0.67 0.5 30 0.03 0.05 0.07 0.05
0.5 50 0.73 0.62 0.59 0.59 0.5 50 0 0.01 0.01 0.01
0.5 70 0.66 0.55 0.51 0.51 0.5 70 0 0 0 0
0.5 100 0.59 0.47 0.39 0.40 0.5 100 0 0 0 0
0.75 5 0.88 0.87 0.86 0.84 0.75 5 0.84 0.86 0.87 0.85
0.75 10 0.89 0.83 0.84 0.82 0.75 10 0.81 0.82 0.8 0.8
0.75 20 0.88 0.78 0.81 0.77 0.75 20 0.67 0.71 0.68 0.71
0.75 30 0.86 0.74 0.78 0.76 0.75 30 0.61 0.63 0.7 0.68
0.75 50 0.88 0.83 0.84 0.84 0.75 50 0.4 0.43 0.47 0.49
0.75 70 0.86 0.80 0.83 0.83 0.75 70 0.22 0.3 0.3 0.33
0.75 100 0.84 0.79 0.81 0.81 0.75 100 0.09 0.2 0.16 0.2
1.25 5 0.91 0.90 0.90 0.88 1.25 5 0.86 0.95 0.92 0.9
1.25 10 0.89 0.87 0.89 0.85 1.25 10 0.83 0.93 0.89 0.87
1.25 20 0.85 0.86 0.87 0.85 1.25 20 0.77 0.91 0.85 0.87
1.25 30 0.85 0.86 0.88 0.86 1.25 30 0.7 0.89 0.8 0.8
1.25 50 0.90 0.95 0.92 0.92 1.25 50 0.56 0.87 0.72 0.74
1.25 70 0.88 0.95 0.91 0.92 1.25 70 0.42 0.8 0.6 0.6
1.25 100 0.86 0.96 0.89 0.90 1.25 100 0.29 0.68 0.44 0.45
1.5 5 0.86 0.92 0.90 0.88 1.5 5 0.78 0.94 0.92 0.89
1.5 10 0.85 0.89 0.89 0.86 1.5 10 0.69 0.93 0.83 0.83
1.5 20 0.81 0.88 0.85 0.86 1.5 20 0.46 0.85 0.63 0.69
1.5 30 0.82 0.87 0.86 0.85 1.5 30 0.29 0.72 0.45 0.49
1.5 50 0.79 0.91 0.84 0.85 1.5 50 0.1 0.57 0.23 0.26
1.5 70 0.76 0.87 0.80 0.81 1.5 70 0.03 0.39 0.1 0.12
1.5 100 0.75 0.88 0.76 0.79 1.5 100 0.01 0.24 0.04 0.04
2 5 0.86 0.93 0.91 0.90 2 5 0.54 0.91 0.82 0.85
2 10 0.82 0.91 0.89 0.88 2 10 0.38 0.82 0.6 0.62
2 20 0.75 0.88 0.83 0.84 2 20 0.1 0.69 0.25 0.33
2 30 0.73 0.86 0.79 0.80 2 30 0.01 0.46 0.07 0.1
2 50 0.64 0.82 0.68 0.69 2 50 0 0.25 0 0.01
2 70 0.56 0.74 0.58 0.59 2 70 0 0.11 0 0
2 100 0.41 0.60 0.40 0.41 2 100 0 0.03 0 0
3 5 0.79 0.93 0.91 0.89 3 5 0.22 0.85 0.55 0.71
3 10 0.73 0.92 0.85 0.86 3 10 0.05 0.69 0.17 0.32
3 20 0.63 0.85 0.72 0.74 3 20 0 0.4 0.01 0.04
3 30 0.52 0.79 0.62 0.63 3 30 0 0.22 0 0.01
3 50 0.39 0.66 0.42 0.43 3 50 0 0.06 0 0
3 70 0.23 0.48 0.24 0.27 3 70 0 0.03 0 0
3 100 0.14 0.31 0.12 0.12 3 100 0 0 0 0
5 5 0.74 0.93 0.91 0.89 5 5 0.03 0.76 0.21 0.54
5 10 0.62 0.90 0.77 0.80 5 10 0 0.59 0.02 0.16
5 20 0.46 0.80 0.59 0.63 5 20 0 0.31 0 0.01
5 30 0.30 0.67 0.40 0.42 5 30 0 0.1 0 0
5 50 0.13 0.44 0.17 0.19 5 50 0 0.02 0 0
5 70 0.10 0.28 0.09 0.09 5 70 0 0.01 0 0
5 100 0.01 0.12 0.01 0.01 5 100 0 0 0 0

15
Table 3: Renewal Process Trend Tests −Weibull inter-arrival times
Shape, γ
Table 4: HPP Trend Test Results
E[N(T)] Crow PCNT Laplace L-R E[N(T)] Crow PCNT Laplace L-R
0.5 5 0.55 0.88 0.43 0.81 5 0.91 0.85 0.87 0.86
0.5 10 0.56 0.89 0.48 0.79 Linear 10 0.89 0.79 0.85 0.80
0.5 20 0.53 0.88 0.5 0.79 Model 20 0.87 0.80 0.84 0.80
0.5 30 0.52 0.9 0.48 0.81 u(T)/u(0) 30 0.86 0.78 0.84 0.81
0.5 50 0.54 0.89 0.52 0.82 1 50 0.91 0.89 0.91 0.91
0.5 70 0.51 0.88 0.5 0.84 70 0.92 0.94 0.95 0.95
0.5 100 0.52 0.9 0.52 0.86 100 0.93 0.94 0.95 0.95
0.75 5 0.83 0.92 0.74 0.87 5 0.90 0.84 0.86 0.87
0.75 10 0.77 0.89 0.7 0.82 Crow 10 0.88 0.80 0.85 0.80
0.75 20 0.78 0.9 0.74 0.85 Model 20 0.87 0.79 0.83 0.81
0.75 30 0.77 0.89 0.75 0.87 Beta=1 30 0.84 0.76 0.83 0.79
0.75 50 0.78 0.9 0.72 0.87 50 0.91 0.88 0.89 0.88
0.75 70 0.79 0.91 0.77 0.88 70 0.91 0.92 0.93 0.94
0.75 100 0.79 0.9 0.77 0.88 100 0.94 0.95 0.95 0.96
1.25 5 0.95 0.89 0.93 0.86 5 0.90 0.89 0.84 0.86
1.25 10 0.95 0.89 0.94 0.87 10 0.89 0.90 0.87 0.86
1.25 20 0.96 0.91 0.96 0.89 Weibull 20 0.90 0.88 0.87 0.85
1.25 30 0.95 0.91 0.95 0.9 Model 30 0.90 0.90 0.87 0.87
1.25 50 0.96 0.9 0.96 0.89 Shape 50 0.91 0.89 0.87 0.87
1.25 70 0.94 0.89 0.94 0.87 γ=1 70 0.90 0.90 0.89 0.88
1.25 100 0.94 0.9 0.93 0.9 100 0.90 0.90 0.88 0.88
1.5 5 0.96 0.91 0.97 0.87
1.5 10 0.97 0.89 0.97 0.87
1.5 20 0.98 0.9 0.98 0.89
1.5 30 0.98 0.91 0.99 0.89
1.5 50 0.98 0.9 0.99 0.9
1.5 70 0.98 0.91 0.97 0.89
1.5 100 0.97 0.9 0.97 0.9
2 5 0.99 0.91 1 0.88
2 10 0.99 0.9 1 0.89
2 20 0.99 0.9 1 0.88
2 30 0.99 0.91 1 0.91
2 50 1 0.9 1 0.89
2 70 1 0.89 1 0.9
2 100 1 0.9 1 0.91
3 5 1 0.9 1 0.86
3 10 1 0.92 1 0.9
3 20 1 0.91 1 0.88
3 30 1 0.89 1 0.88
3 50 1 0.91 1 0.91
3 70 1 0.89 1 0.89
3 100 1 0.9 1 0.9
5 5 1 0.91 1 0.88
5 10 1 0.89 1 0.88
5 20 1 0.9 1 0.87
5 30 1 0.9 1 0.89
5 50 1 0.89 1 0.89
5 70 1 0.9 1 0.9
5 100 1 0.9 1 0.9

16
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