Journal of Statistical Planning and Inference, ( ISI ), Volume (196), Year (2018-8) , Pages (115-131)

Title : ( The MRL function inference through empirical likelihood in length-biased sampling )

Authors: Vahid Fakoor , Ali Shariati , Majid Sarmad ,

Citation: BibTeX | EndNote

Abstract

In survival analysis or reliability studies, the mean residual life (MRL) function is the other important function to characterize a lifetime alongside the distribution function. In this paper, an empirical likelihood (EL) procedure based on length-biased data is proposed for inference on the MRL function and the asymptotic distribution of the empirical log-likelihood ratio for the MRL function is derived. We use limiting distribution to obtain EL ratio confidence intervals for the MRL function. Moreover, it is shown that the empirical log-likelihood ratio converges weakly to a mean zero Gaussian process. We apply this result to the construction of a Gaussian process approximation based confidence band for the MRL function. Also, a confidence interval for the MRL function is driven by using the normal approximation (NA) method in a length-biased setting. Simulation results are obtained to reveal the better efficiency and accuracy of the empirical likelihood-based confidence intervals in comparison to the proposed normal approximation-based method. A real data application is presented for better illustration.

Keywords

, Confidence band; Confidence interval; Empirical likelihood; Length, biased data; Mean residual life function.
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@article{paperid:1066461,
author = {Fakoor, Vahid and Shariati, Ali and Sarmad, Majid},
title = {The MRL function inference through empirical likelihood in length-biased sampling},
journal = {Journal of Statistical Planning and Inference},
year = {2018},
volume = {196},
month = {August},
issn = {0378-3758},
pages = {115--131},
numpages = {16},
keywords = {Confidence band; Confidence interval; Empirical likelihood; Length-biased data; Mean residual life function.},
}

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%0 Journal Article
%T The MRL function inference through empirical likelihood in length-biased sampling
%A Fakoor, Vahid
%A Shariati, Ali
%A Sarmad, Majid
%J Journal of Statistical Planning and Inference
%@ 0378-3758
%D 2018

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