A Nonparametric Quantile Estimator: Computation.

Abstract

Right-censored data arise very naturally in life testing and reliability studies. For such data, it is important to be able to obtain good nonparametric estimates of various characteristics of the unknown lifetime distribution. This report concerns the computational procedure for a kernel-type nonparametric estimator of the quantile function of the lifetimne distribution from right-censored data. This estimator was suggested by Padgett (1986), extending the complete sample results of Yang (1985). The large sample properties of the estimator, such as asymptotic normality and mean square convergence, were studied by Lio, Padgett and Yu (1986) and by Lio and Padgett (1985). In this report, a procedure for calculation of the kernel-type quantile estimate from right-censored data is described, and a listing of a computer program in FORTRAN code is provided.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1986
Accession Number
ADA169939

Entities

People

  • William J. Padgett

Organizations

  • University of South Carolina

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Asymptotic Normality
  • Bandwidth
  • Classification
  • Computations
  • Computer Programs
  • Computers
  • Convergence
  • Data Science
  • Information Science
  • Intervals
  • Kernel Functions
  • Random Variables
  • Reliability
  • South Carolina
  • Standards
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.