Nonparametric Estimation of Mean Residual Life Function under Random Censorship

  • Park, Byung-Gu (Department of Statistics, Kyungpook National University, Taegu) ;
  • Sohn, Joong-Kweon (Department of Statistics, Kyungpook National University, Taegu) ;
  • Lee, Sang-Bock (Department of Statistics, Hyosung Women's University, Kyungsan)
  • Published : 1993.12.01

Abstract

In the survivla analysis the problem of estimating mean residual life function (MRLF) under random censoring is very important. In this paper we propose and study a nonparametric estimator of MRLF, which is a functional form based on the estimator of the survival function due to Susarla and Van Ryzin (1980). The proposed estimator is shown to be better than some other estimators in terms of mean square errors for the exponential and Weibull cases via Monte Carlo simulation studies.

Keywords

References

  1. Scandinavian Journal of Statistics v.3 Nonparametric inference inconnect with multiple decrement models Aalen,O.
  2. Convergence of Probability Measures Billingsley,P.
  3. The Annals of Statistics v.2 A large sample study of the life table and product limit estimators under random censorship Breslow,N.E.;Crowley,J.
  4. Journal of The Korean Statistical Society v.16 no.1 A nonparametric small sample estimator of mean residual life Choobineh,F.;Park,D.H.
  5. Communications in Statistics - Theory and Methods v.16 Estimation of mean residual life with censored data under the proportional hazard model Ghorai,J.K.;Rejto,L.
  6. The Annals of Statistics v.11 Large sample behavior of the product-limit estimator on the whole line Gill,R.D.
  7. The Statistical Analysis of Failure Time Data Kabfleisch,T.D.;Prentice,R.L.
  8. Journal of the American Statistical Association v.53 Nonparametric estimation from incomplete observations Kaplan,E.L.;Meier,P.
  9. Biometrika v.74 no.3 A note on estimator of life expectancy with random censorship Kumazawa,Y.
  10. Journal of Quality Technology v.1 Hazard plotting for incomplete failure data Nelson,W.
  11. Technometrics v.14 Theory and application of hazard plotting for censored failure data Nelson,W.
  12. The Annals of Statistics v.6 Large sample theory for a Bayesian nonparametric survival curve estimator based on censored samples Susarla,V.;Van Ryzin,J.
  13. The Annals of Statistics v.8 Large sample theory for an estimator of the mean survival time from censored samples Susarla,V.;Van Ryzin,J.
  14. Stochastic Processes and Their Applications v.6 Life expectancy under random censorship Yang,G.