Estimation of Percentile Residual Life
Operations Research · 1987 · Volume 35 · Issue 4
Abstract
We initiate a nonparametric, large sample estimation theory for the percentile residual lifetime. We introduce the empirical percentile residual life process and determine its asymptotic distribution, resulting in asymptotically distribution-free confidence intervals and confidence bands for the percentile residual lifetime. We illustrate the methods using strike duration data from the work of D. C. Schmittlein and D. G. Morrison.
Keywords
726 percentile residual life functions, 799 confidence interval estimation, 801 nonparametric functional estimation
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