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Wavelet analysis is one of the mostly new methods of pure and applied mathematics science. In this paper, we use the wavelet method to estimate the hazard function for censoring random variable. We consider the convergence ratio of given estimator. Also we present the simulation in order to test purpose estimator by calculating the mean integrated squared error (MISE) and average mean squared error (AMSE).

Estimation of Hazard Function for Censoring Random Variable by Using Wavelet Decomposition and Evaluation of MISE, AMSE with Simulation