A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations

Abstract

This paper is concerned with the nonparametric estimation of the distribution functionFfrom interval-censored and truncated data as discussed by Turnbull. It is observed that Turnbull's characterization ofF̂, the maximum likelihood estimator ofF, is not applicable in general when the data are interval censoredandtruncated. It is shown, however, that Turnbull's characterization can be easily modified to obtain the appropriate characterization ofF̂.