An empirical estimator for reversed hazard rate function

Jayasinghe, C and Zeephongsekul, P 2011, 'An empirical estimator for reversed hazard rate function', in Hoang Pham (ed.) Proceedings of the 17th ISSAT International Conference on Reliability and Quality in Design, Vancouver, Canada, August 4-6 2011, pp. 349-353.


Document type: Conference Paper
Collection: Conference Papers

Title An empirical estimator for reversed hazard rate function
Author(s) Jayasinghe, C
Zeephongsekul, P
Year 2011
Conference name 17th ISSAT International Conference on Reliability and Quality in Design
Conference location Vancouver, Canada
Conference dates August 4-6 2011
Proceedings title Proceedings of the 17th ISSAT International Conference on Reliability and Quality in Design
Editor(s) Hoang Pham
Publisher ISSAT
Place of publication Vancouver, Canada
Start page 349
End page 353
Total pages 5
Abstract Reversed Hazard Rate (RHR) function is an important reliability function that is applicable to various fields. Some applications involve portfolio selection problems in finance, analysis of left-censored data particularly in the biomedical area, problems in actuarial science and forensic science involving estimation of exact time of occurrence of a particular event, etc. In this paper; we propose a new nonparametric estimator based on binning techniques for this reliability function. Numerical examples based on extensive simulations have been conducted for a wide range of known RHR functions. The results indicate that the proposed estimator does well for commtm life time distributions with the bin-width selection methods considered.
Subjects Statistics not elsewhere classified
Keyword(s) Reliability function
nonparametric estimation
bin-width
Reversed Hazard Rate
Copyright notice © 2011
ISBN 9780976348672
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