A New Method for Estimating Life Distributions from Incomplete Data.

Abstract

We construct a new estimator for a continuous life distribution from incomplete data, the Piecewise Exponential Estimator (PEXE). We show that the PEXE is strongly consistent under a mild restriction on the distribution of the censoring random variables (possible non-identical and non-continuous). Then we consider the Product Limit Estimator (PLE), introduced by Kaplan and Meier (1958). We prove the strong consistency of the PLE under a mild regularity condition on the distributions of the censoring random variables. This result extends previous ones obtained by various researchers. Finally we compare the new PEXE and traditional PLE. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
May 01, 1980
Accession Number
ADA089685

Entities

People

  • Frank Proschan
  • John R. Kitchin
  • Naftali A. Langberg

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Air Force
  • Classification
  • Consistency
  • Continuity
  • Equations
  • Estimators
  • Inequalities
  • Intervals
  • Life Tests
  • Numbers
  • Probability
  • Random Variables
  • Real Numbers
  • Scientific Research
  • Statistics
  • Step Functions
  • Survival

Fields of Study

  • Mathematics

Readers

  • Statistical inference.