A New Method for Estimating Life Distributions from Incomplete Data.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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We construct a new estimator for a continuous life distribution from incomplete data, the Piecewise Exponential Estimator PEXE. We show that the PEXE is strongly consistent under a mild restriction on the distribution of the censoring random variables possible non-identical and non-continuous. Then we consider the Product Limit Estimator PLE, introduced by Kaplan and Meier 1958. We prove the strong consistency of the PLE under a mild regularity condition on the distributions of the censoring random variables. This result extends previous ones obtained by various researchers. Finally we compare the new PEXE and traditional PLE. Author
- Statistics and Probability