Inference for the proportional mean residual life model. (English) Zbl 1255.62314

Kolassa, John E. (ed.) et al., Crossing boundaries: Statistical essays in honor of Jack Hall. Selected papers presented at the symposium in honor of the 70th birthday of W. Jackson Hall, Rochester, NY, September 25-26, 1999. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-58-7/pbk). IMS Lect. Notes, Monogr. Ser. 43, 105-116 (2003).
Summary: We review the proportional mean residual life model for the analysis of reliability and survival data. In the single sample case with known baseline distribution the Fisher information matrix for the proportionality parameter is derived. A class of weighted ratio estimators is defined and it is shown that the right choice of weight function yields an asymptotically efficient estimator. It is conjectured that the methodology will extend to the two-sample case, i.e., with unknown baseline distribution.
For the entire collection see [Zbl 1029.00085].


62N05 Reliability and life testing
62N02 Estimation in survival analysis and censored data