© 1980 by Biometrika Trust
MISCELLANEA |
Maximum likelihood estimation of a distribution function with increasing failure rate based on censored observations
Department of Mathematics, Computer Science, and Statistics University of South Carolina Columbia
The maximum likelihood estimator of a distribution function with increasing failure rate is derived based on a set of observations subject to arbitrary right censorship. This estimator is defined everywhere on the positive real line while the Kaplan-Meier estimator may not be. The small sample properties of this estimator are indicated by results of a Monte Carlo study for the Weibull distribution.
Key Words: Life testing Product-limit estimator Right censorship