Accession Number:

ADA148754

Title:

Nonparametric Maximum Penalized Likelihood Estimation of a Density from Arbitrarily Right-Censored Observations.

Descriptive Note:

Technical rept.,

Corporate Author:

SOUTH CAROLINA UNIV COLUMBIA DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s):

Report Date:

1984-10-01

Pagination or Media Count:

18.0

Abstract:

Based on arbitrarily right-censored observations from a probability density function f deg the existence and uniqueness of the maximum penalized likelihood estimator MPLE of f deg is proven. In particular, the first MPLE of Good and Gaskins of a density defined on 0, infinity is shown to exist and to be unique under arbitrary right-censorship. Furthermore, the MPLE is in the form of a solution to a linear integral equation. Author.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE