Accession Number:

ADA099432

Title:

Fourier Integral Estimate of the Failure Rate Function and Its Mean Square Error Properties,

Descriptive Note:

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON DC INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s):

Report Date:

1980-03-14

Pagination or Media Count:

31.0

Abstract:

In this paper we introduce a new class of estimators of the failure rate function which are based on its Fourier transform. We show that these estimators are in fact kernel estimators based on the sinc function. They have, for a certain class of the failure rate functions a faster rate of convergence of the mean square error than those estimators based on other kernels. We attempt to explain the reason for this fast rate of convergence by pointing out the connection between a sinc kernel estimator and the jackknifing of kernel estimators. We make some concluding remarks on the meaning and the value of the results given in this paper. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE