품질경영학회지 (Journal of Korean Society for Quality Management)
- 제27권1호
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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)
- 발행 : 1999.03.01
초록
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.
키워드