Estimating a survival curve when new is better than used with respect to a distinguished set

D. M. Reneau, F. J. Samaniego and R. A. Boyles

Naval Research Logistics (NRL), 1991, vol. 38, issue 2, 123-144

Abstract: Hollander, Park, and Proschan define a survival function S of a positive random variable X to be new better than used at age t0 (NBU‐{t0}) if S satisfies \documentclass{article}\pagestyle{empty}\begin{document}$ \begin{array}{*{20}c} {\frac{{S(x + t_0)}}{{S\left({t_0} \right)}} \le S\left(x \right),} & {{\rm for}\,{\rm all}\,x\, \ge \,0,} \\ \end{array}$ \end{document} where S(x) = P(X > x). The NBU‐{t0} class is a special case of the NBU‐A family of survival distributions, where A is a subset of [0, ∞). These families introduce a variety of modeling possibilities for use in reliability studies. We treat problems of nonparametric estimation of survival functions from these classes by estimators which are themselves members of the classes of interest. For a number of such classes, a recursive estimation technique is shown to produce closed‐form estimators which are strongly consistent and converge to the true survival distribution at optimal rates. For other classes, additional assumptions are required to guarantee the consistency of recursive estimators. As an example of the latter case, we demonstrate the consistency of a recursive estimator for S ∈ NBU‐[t0, ∞) based on lifetime data from items surviving a preliminary “burn‐in” test. The relative precision of the empirical survival curve and several recursive estimators of S are investigated via simulation; the results provide support for the claim that recursive estimators are superior to the empirical survival curve in restricted nonparametric estimation problems of the type studied here.

Date: 1991
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https://doi.org/10.1002/1520-6750(199104)38:23.0.CO;2-O

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