고장률 함수의 평활추정

A Smooth Estimation of Failure Rate Function

We introduce a method of estimating an unknown failure rate function based on sample data. We estimate failure rate function by a function s from a space of cubic splines constrained to be linear (or constant) in tails using maximum likelihood estimation. The number of knots are determined by Bayesian Information Criterion(BIC). Examples using simulated data are used to illustrate the performance of this method.