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Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Issued date: 2010-06

Serie-No.: UC3M Working papers. Statistics and Econometrics10-16

Keywords: Quantile residual life , Confidence bands

Rights: Atribución-NoComercial-SinDerivadas 3.0 España

Abstract:A quantile residual life function is the quantile of the remaining life of a survivingsubject, as it varies with time. In this article we present a nonparametric method forconstructing confidence bands for the difference of two quantile residual life functA quantile residual life function is the quantile of the remaining life of a survivingsubject, as it varies with time. In this article we present a nonparametric method forconstructing confidence bands for the difference of two quantile residual life functions.These bands provide evidence for two random variables ordering with respect to aquantile residual life order introduced in Franco-Pereira et al. 2010. A simulationstudy has been carried out in order to evaluate and illustrate the performance and theconsistency of this new methodology. We also present applications to real dataexamples.+-





Autor: Franco-Pereira, Alba M.; Lillo, Rosa E.; Romo, Juan

Fuente: http://e-archivo.uc3m.es


Introducción



Universidad Carlos III de Madrid Repositorio institucional e-Archivo http:--e-archivo.uc3m.es Departamento de Estadística DES - Working Papers.
Statistics and Econometrics.
WS 2010-06 Comparing quantile residual life functions by confidence bands Franco-Pereira, Alba M. http:--hdl.handle.net-10016-8969 Descargado de e-Archivo, repositorio institucional de la Universidad Carlos III de Madrid Working Paper 10-30 Statistics and Econometrics Series 016 June 2010 Departamento de Estadística Universidad Carlos III de Madrid Calle Madrid, 126 28903 Getafe (Spain) Fax (34) 91 624-98-49 COMPARING QUANTILE RESIDUAL LIFE FUNCTIONS BY CONFIDENCE BANDS ALBA M.
FRANCO-PEREIRA*, ROSA E.
LILLO AND JUAN ROMO Abstract A quantile residual life function is the quantile of the remaining life of a surviving subject, as it varies with time.
In this article we present a nonparametric method for constructing confidence bands for the difference of two quantile residual life functions. These bands provide evidence for two random variables ordering with respect to a quantile residual life order introduced in Franco-Pereira et al.
(2010).
A simulation study has been carried out in order to evaluate and illustrate the performance and the consistency of this new methodology.
We also present applications to real data examples. Keywords: quantile residual life, confidence bands. * Universidad Carlos III de Madrid, Departament of Statistics, Facultad de Ciencias Sociales y Juridicas, C- Madrid 126, 28903 Getafe (Madrid), e-mail: alba.franco@uc3m.es (Alba M.
Franco-Pereira). 1 Introduction The median residual life function (merl ) represents the median additional time to failure given no failure by time t; more generally, the γ-quantile residual life function qX,γ (t) is defined as the γ-quantile of the remaining life given survival up to time t.
That is, if lifelengths of the population are described by a random variable X with survival function F̄X , the median residual life fu...





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