An Efficient Estimation of the Mean Residual Life Function with Length-Biased Right-Censored Data
Author(s) -
Hongping Wu,
Yihui Luan
Publication year - 2014
Publication title -
mathematical problems in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.262
H-Index - 62
eISSN - 1026-7077
pISSN - 1024-123X
DOI - 10.1155/2014/937397
Subject(s) - estimator , monte carlo method , residual , censoring (clinical trials) , statistics , mean squared error , algorithm , function (biology) , random variable , mathematics , computer science , evolutionary biology , biology
The mean residual life (MRL) function for a lifetime random variable T0 is one of the basic parameters of interest in survival analysis. In this paper, we propose a new estimator of the MRL function with length-biased right-censored data and evaluate its performance through a small Monte Carlo simulation study. The results of the simulations show that the proposed estimator outperforms the existing one referred to in Data and Model Setup Section in terms of Monte Carlo bias and mean square error, especially when the censoring rate is heavy. We also show that the proposed estimator converges in distribution under some conditions
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