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YIN Jiying, . TWO-STAGE SAMPLING SEQUENTIAL DENSITY ESTIMATION FROM CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(2): 150-157.
Citation: YIN Jiying, . TWO-STAGE SAMPLING SEQUENTIAL DENSITY ESTIMATION FROM CENSORED DATA[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(2): 150-157.

TWO-STAGE SAMPLING SEQUENTIAL DENSITY ESTIMATION FROM CENSORED DATA

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  • Received Date: December 26, 1988
  • Revised Date: December 23, 1989
  • Letx1,x2,, …be a sequence of i. i. d. random oariables with distribution function F and density function f. The Xi are censored on the right by Yi, where the Yi are iid. random variables and independent of Xi. We only observe the sample Zi=min(Xi,Yi),δi=IXiYi) The estimator fnˆfn) based on the Kaplan-Meier estimator is the kernel-type estimate of f from Z1, …, Zn. In this paper, we construct a fixed-width sequantial confidence interval based on fnˆfn) Some asymptotic properties are discussed, and we give an asymptotically efficient two-stage procedure.

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