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

Edgardo Lorenzo, Ganesh Malla and Hari Mukerjee

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1346-1352

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.

Keywords: New better than used in expectation; Mean residual life; Estimation of survival functions; Weak convergence; Counting process martingales (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1016/j.spl.2013.01.028

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