Comparison of Several Confidence Intervals for Median Residual Lifetime with Left-truncated and Right-censored Data

Yunchan Chi, Tsung Hsien Tsai, Yi Hsuan Tu, Wen Yan Tsai

Research output: Contribution to journalArticlepeer-review

Abstract

For left-truncated and right-censored data, the technique proposed by Brookmeyer and Crowley (1982) is extended to construct a point-wise confidence interval for median residual lifetime. This procedure is computationally simpler than the score type confidence interval in Jeong et al. (2008) and empirical likelihood ratio confidence interval in Zhou and Jeong (2011). Further, transformations of the estimator are applied to improve the approximation to the asymptotic distribution for small sample sizes. A simulation study is conducted to investigate the accuracy of these confidence intervals and the implementation of these confidence intervals to two real datasets is illustrated.

Original languageEnglish
Pages (from-to)701-716
Number of pages16
JournalCommunications in Statistics: Simulation and Computation
Volume45
Issue number2
DOIs
Publication statusPublished - 2016 Feb 7

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation

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