NONPARAMETRIC CONFIDENCE-BOUNDS, USING CENSORED-DATA, ON THE MEAN RESIDUAL LIFE

被引:5
|
作者
GUESS, F [1 ]
PARK, DH [1 ]
机构
[1] UNIV NEBRASKA,DEPT MATH & STAT,LINCOLN,NE 68588
关键词
MEAN RESIDUAL LIFE; FAILURE (HAZARD) RATE; CONFIDENCE BOUND;
D O I
10.1109/24.75340
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Mean residual life has been applied in a wide variety of areas, eg, burn-in, annuities, and strike-duration modeling. Assuming a parametric pdf, it is possible to estimate both the mean residual life function and the failure rate function, even with censored data. For type I & II censoring, many nonparametric estimators and confidence bounds for the failure rate exist; however, similar estimation of the mean residual life seems difficult. We develop an approach to inverting confidence bounds on the failure rate to obtain conservative nonparametric confidence statements about the mean residual life for these and random right (left) censoring.
引用
收藏
页码:78 / 80
页数:3
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