ESTIMATING MOMENTS OF THE SURVIVAL TIME FROM CENSORED OBSERVATIONS

  • Jung, In-Ha (Dept. of Computer Science and Statistics, Ajou University) ;
  • Lee, Kang-Sup (Dept. of Computer Science and Statistics, Dankook University)
  • Published : 1995.12.01

Abstract

A Bayes estimator of the survival distribution function due to Susarla and Van Ryzin(1976) is used to estimate the mth moment of a survival time on the basis of censored observations in a random censorship model. Asymptotic normality of the estimator is proved using the functional version of the delta method.

Keywords