• 제목/요약/키워드: residual estimator

검색결과 74건 처리시간 0.019초

A Simple Estimator of Mean Residual Life Function under Random Censoring

  • Jeong, Dong-Myung;Song, Myung-Unn;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.225-230
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    • 1997
  • We, in this paper, propose an estimator of mean residual life function by using the residual survival function under random censoring and prove the uniform consistency and weak convergence result of this estimator. Also an example is illustrated by the real data.

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Nonparametric Estimation of Bivariate Mean Residual Life Function under Univariate Censoring

  • Dong-Myung Jeong;Jae-Kee Song;Joong Kweon Sohn
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.133-144
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    • 1996
  • We, in this paper, propose a nonparametric estimator of bivariate mean residual life function based on Lin and Ying's (1993) bivariate survival function estimator of paired failure times under univariate censoring and prove the uniform consistency and the weak convergence result of this estimator. Through Monte Carlo simulation, the performances of the proposed estimator are tabulated and are illustrated with the skin grafts data.

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The Asymptotic Properties of Mean Residual Life Function on Left Truncated and Right Censoring Model

  • Moon, Kyoung-Ae;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.99-109
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    • 1997
  • The estimation procedure of mean residual life function has been placed an important role in the study of survival analysis. In this paper, the product limit estimator on left truncated and right censoring model is proposed with asymptotic properties. Also, the small sample properties are investigated through the Monte Carlo study and the proposed product limit type estimator is compared with ordinary Kaplan-Meier type estimator.

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SMOOTH NONPARAMETRIC ESTIMATION OF MEAN RESIDUAL LIFE

  • Na, Myoung-Hwan;Park, Sung-Hyun;Kim, Jae-Joo
    • 한국품질경영학회:학술대회논문집
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    • 한국품질경영학회 1998년도 The 12th Asia Quality Management Symposium* Total Quality Management for Restoring Competitiveness
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    • pp.571-579
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    • 1998
  • In this paper we propose smooth nonparametric estimator of Mean Residual Life(MRL) based on a complete sample. This estimator is constructed using estimator of cumulative failure rate which is derived as 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 the our estimator. The proposed estimator is compared with previously known estimator by Monte Carlo study.

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와이브로 망을 이용한 지상파 측위 시스템의 가청성 향상을 위한 잔여주파수 추정기 성능 분석 (Performance Analysis of Residual Frequency Estimator in WiBro Geo-location System)

  • 박지원;임정민;성태경
    • 제어로봇시스템학회논문지
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    • 제18권1호
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    • pp.47-53
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    • 2012
  • In cellular geo-location systems, positioning performance is influenced by hearability of receivers. Hearability can be enhanced by using long integration at the receiver. When unknown residual frequency remains in baseband signals, however, the coherent integration loss increases as the residual frequency becomes larger. Consequently, length of coherent integration is determined by the residual frequency. By precise estimation and compensation of the residual frequency, integration length can be enlarged. This paper presents a residual frequency estimator for WiBro geo-location and analyzes its performance in multipath environment. By computer simulation, an optimal receiver structure to enhance the hearability of WiBro geo-location is proposed.

코히어런트 시스템에서 평균잔여수명함수(平均殘餘壽命函數)의 추정(推定) (Estimation of Mean Residual Life Function for a Coherent System)

  • 박병구
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.97-107
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    • 1993
  • In this paper we propose a nonparametric estimator of the men residual life function (MRLF) on a coherent system under the condition that the component lifetimes are censored by system lifetime. It is shown that the proposed estimator, considered as a function of age t, converges weakly to a Gaussian process on a fixed interval. A consistent estimator of asymptotic variance of the proposed estimator is also given.

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The Estimation of MRLF for Whole Line on LTRC Model

  • Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.47-56
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    • 1999
  • In this paper, for whole line ($0,\;{\infty}$), the estimation procedure of mean residual life function using product-limit estimator is studied with asymptotic properties. And also, the small sample properties of proposed estimator of MRLF are investigated through Monte Carlo study and compared with Kaplan-Meier type estimator.

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A Nonparametric Small Sample Estimator of Mean Residual Life

  • Farrokh Choobineh;Park, Dong-Ho
    • Journal of the Korean Statistical Society
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    • 제19권1호
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    • pp.80-87
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    • 1990
  • In reliability and life testing the mean residual life (MRL) of an item plays a significant role. While there has been a great deal of discussion on the theoretical aspects of the MRL, good estimators of MRL have been difficult to obtain. In this paper we propose a new estimator of the MRL of items at a given age, which is especially good for a small sample. The new estimator compares favorably with the empirical MRL estimator for small samples.

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Somoothing Mean Residual Life with Censored Data

  • Dong-Myung Jeong;Myung-Unn Song;Jae-Kee Song
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.129-138
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    • 1996
  • We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

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Estimator of Mean Residual Life for Some Parametric Families Using Censored Data

  • Cho, Byung Yup;Choi, Kuey Chung;Choi, Sook Hee;Son, Young Nam
    • 품질경영학회지
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    • 제23권2호
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    • pp.80-90
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    • 1995
  • In this paper we consider a new estimator of mean residual life(MRL) under the random censorship model, based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for a parametric family. We also compare the proposed estimator with some other estimators in terms of MSE for exponential and lognormal distributions using censored data.

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