Nonparametric Estimation in the Presence of Length Bias
Vardi, Y.
Ann. Statist., Tome 10 (1982) no. 1, p. 616-620 / Harvested from Project Euclid
We derive the nonparametric maximum likelihood estimate, $\hat{F}$ say, of a lifetime distribution $F$ on the basis of two independent samples, one a sample of size $m$ from $F$ and the other a sample of size $n$ from the length-biased distribution of $F$, i.e. from $G_F(x) = \int^x_0 u dF(u)/\mu, \mu = \int^\infty_0 x dF(x)$. We further show that $(m + n)^{1/2}(\hat{F} - F)$ converges weakly to a pinned Gaussian process with a simple covariance function, when $m + n \rightarrow \infty$ and $m/n \rightarrow$ constant. Potential applications are described.
Publié le : 1982-06-14
Classification:  Empirical distribution function,  biased sampling,  maximum likelihood,  weighted distribution,  62G05,  62D05,  60F05
@article{1176345802,
     author = {Vardi, Y.},
     title = {Nonparametric Estimation in the Presence of Length Bias},
     journal = {Ann. Statist.},
     volume = {10},
     number = {1},
     year = {1982},
     pages = { 616-620},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345802}
}
Vardi, Y. Nonparametric Estimation in the Presence of Length Bias. Ann. Statist., Tome 10 (1982) no. 1, pp.  616-620. http://gdmltest.u-ga.fr/item/1176345802/