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Estimation of distributions with the new better than used in expectation property

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  • Lorenzo, Edgardo
  • Malla, Ganesh
  • Mukerjee, Hari

Abstract

A lifetime X with survival function S, mean residual life function (MRL) M, and finite mean μ is said to be new better than used in expectation (NBUE) if M(t)≤μ for all t≥0. We propose a new estimator for S, based on a natural estimator of M defined under the NBUE restriction. This is much simpler to implement than the only other restricted estimator in the literature. We also derive some asymptotic properties of the MRL of X and extend our results to the censored case.

Suggested Citation

  • Lorenzo, Edgardo & Malla, Ganesh & Mukerjee, Hari, 2013. "Estimation of distributions with the new better than used in expectation property," Statistics & Probability Letters, Elsevier, vol. 83(5), pages 1346-1352.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:5:p:1346-1352
    DOI: 10.1016/j.spl.2013.01.028
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    References listed on IDEAS

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    1. Lyn R. Whitaker & Francisco J. Samaniego, 1989. "Estimating a survival curve when new is better than used in expectation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 36(5), pages 693-707, October.
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    3. R.D. Gill, 1980. "Censoring and Stochastic Integrals," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(2), pages 124-124, June.
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