乘积极限估计的重对数律

THE LIL FOR THE PRODUCT LIMIT ESTIMATOR

  • 摘要: 利用右删失数据估计寿命分布时,常用乘积极限估计.本文给出乘积极限估计是均匀强相合估计的充要条件.证明乘积极限估计的均匀收敛的重对数律.

     

    Abstract: Let (Xi, Yi),i=1, 2, …, be iid. random sequence with unknown distribution function. For i=1, 2,…, n, set δi=1 if XiYi and 0 if XiYi,and Zi= min(Xi, Yi). One way to estimate the distribution function of X from the sample (Zi,δi), i= 1, 2, …, n is by product limit estimator. We give the if and only if condition for product limit estimator to be uniformly strong consistent and the LIL under this condition.

     

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