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Estimation of mean residual life with censored data under the proportional hazard model. (English) Zbl 0646.62029

Large sample properties of an estimator of a truncated version of the mean residual life function are derived under the proportional hazard rate model. The estimator is based on the maximum likelihood estimator of the survival function.
The properties established are uniform strong and mean square consistency as well as weak convergence to a Gaussian process. An asymptotic confidence interval for the truncated version of the mean residual life function is also obtained.
Reviewer: S.N.U.A.Kirmani

MSC:

62G05 Nonparametric estimation
62N05 Reliability and life testing
60F05 Central limit and other weak theorems
62E20 Asymptotic distribution theory in statistics
62P10 Applications of statistics to biology and medical sciences; meta analysis
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References:

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