论文信息 - A NEW-METHOD FOR ESTIMATING LIFE DISTRIBUTIONS FROM INCOMPLETE DATA

A NEW-METHOD FOR ESTIMATING LIFE DISTRIBUTIONS FROM INCOMPLETE DATA

Abstract : 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)

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