区间数据任意阶原点矩的估计

The Estimation of The rth Original Mement of Interval Censored Data

摘要: 在生存分析和可靠性研究中, 区间数据的存在常常使得传统的统计方法无法直接使用\bd 本文从无偏转换的思想出发, 对区间数据的任意阶原点矩进行了估计\bd 当截断变量的分布密度函数已知时, 得到了一批具有强相合性(收敛速度可以达到n^-1/2(\log\log n)^1/2)和渐近正态性的估计量, 并通过模拟计算对这种估计方法的可行性和有效性进行了验证.

Abstract: In reliability and survival analysis, the data obtained in modelling failure times are often interval censored. When interval censoring arises, almost all traditional statistical methods cannot work any more.In this paper unbiased transformation method will be used to estimate the rth original mement of interval censored data. When the distribution of the censoring variables is specified, a class of estimators having strong consistency (with the rate of O(n^-1/2(\log\log n)^1/2)) and asymptotic normality have been got.