Journal of Korean Society for Quality Management (품질경영학회지)
- Volume 27 Issue 1
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- Pages.91-100
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- 1999
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- 1229-1889(pISSN)
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- 2287-9005(eISSN)
Smooth Nonparametric Estimation of Mean Residual Life
- Na, Myung-Hwan (Dept. of Statistics, Seoul National University) ;
- Kim, Jae-Joo (Dept. of Statistics, Seoul National University) ;
- Park, Sung-Hyun (Dept. of Statistics, Seoul National University)
- Published : 1999.03.01
Abstract
In this paper we propose a smooth nonparametric estimator of mean residual life based on a complete sample. This estimator is constructed using the maximum likelihood estimate of cumulative failure rate in the class of distributions which have piecewise linear failure rate functions between each pair of observations. We derive the asymptotic properties of our estimator. Examples using simulated data are used to illustrate the performance of this estimation.
Keywords