J. de Uña Álvarez
Interval sampling is often used in Survival Analysis and reliability studies. With interval sampling, the sample is restricted to the lifetimes of the individuals or units who fail between two specific dates d0 and d1. Thus, this sampling procedure results in doubly truncated data, where the left-truncation variable U is the time from onset to d0, and the right-truncation variable is U+d1−d0. In this setting, the nonparametric maximum likelihood estimator (NPMLE) of the lifetime distribution is the Efron–Petrosian estimator, a non-explicit estimator which must be computed in an iterative way. In this paper we introduce a non-iterative, nonparametric estimator of the lifetime distribution and we investigate its performance. Simulation studies and illustrative examples are provided. The main conclusion is that the non-iterative estimator, being much simpler, performs satisfactorily. Application of the proposed estimator for general forms of double truncation is discussed.
Palabras clave / Keywords: biased sampling, nonparametric estimation, random truncation, reliability, survival analysis
Programado
Sesión J03 Estadística No Paramétrica
31 de mayo de 2018 10:20
Sala 2
