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Journal of Korean Society for Quality Management 1995;23(2): 80-. |
| Estimator of Mean Residual Life for Some Parametric Families Using Censored Data |
| Hai-Sung Jeong1, Jae-Joo Kim2 |
1Dept. of Applied Statistics, Seowon University
2Dept. of Computer Science and Statistics, Seoul National University |
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| ABSTRACT |
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In this paper we consider a new estimator of mean residual life(MRL) under the random censorship model, based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for a parametric family. We also compare the proposed estimator with some other estimators in terms of MSE for exponential and lognormal distributions using censored data. |
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