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.
|Number of pages||16|
|Journal||Communications in Statistics: Simulation and Computation|
|Publication status||Published - 2016 Feb 7|
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modelling and Simulation