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An Efficient Estimation of the Mean Residual Life Function with Length-Biased Right-Censored Data

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  • Hongping Wu
  • Yihui Luan

Abstract

The mean residual life (MRL) function for a lifetime random variable is one of the basic parameters of interest in survival analysis. In this paper, we propose a new estimator of the MRL function with length-biased right-censored data and evaluate its performance through a small Monte Carlo simulation study. The results of the simulations show that the proposed estimator outperforms the existing one referred to in Data and Model Setup Section in terms of Monte Carlo bias and mean square error, especially when the censoring rate is heavy. We also show that the proposed estimator converges in distribution under some conditions.

Suggested Citation

  • Hongping Wu & Yihui Luan, 2014. "An Efficient Estimation of the Mean Residual Life Function with Length-Biased Right-Censored Data," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-5, June.
    • Handle: RePEc:hin:jnlmpe:937397
    DOI: 10.1155/2014/937397
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