Smoothing the non-parametric estimate of a prior distribution by roughening: A computational study

NON-PARAMETRIC INFERENCE OF A FAILURE TI

NON-PARAMETRIC INFERENCE OF A FAILURE TIME DISTRIBUTION WHEN THE FAILURE TIMES ARE ESTIMATED

✍ HYUNGJIN MYRA KIM; STEPHEN W. LAGAKOS 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 925 KB

We consider the estimation of a failure time distribution F when, instead of N i.i.d. realizations TI, T z , .. . , T N from F, the observations consist of estimates of the Ti. If the T i could be observed, a natural non-parametric estimator of F would be the Kaplan-Meier estimator. Thus, we examine