Type of Document Master's Thesis Author Mbowe, Omar B Author's Email Address omarmbowe@yahoo.com URN etd-04282006-170907 Title A Study of the Mean Residual Life Function and Its Applications Degree Master of Science Department Mathematics and Statistics Advisory Committee
Advisor Name Title Dr Yichuan Zhao Committee Chair Dr Gengsheng (Jeff) Qin Committee Member Dr Xu Zhang Committee Member Dr Yu-Shen Hsu Committee Member Keywords
- Confidence Bands
- Confidence Intervals
- Empirical Likelihood Ratio
Date of Defense 2006-04-13 Availability restricted Abstract The mean residual life (MRL) function is an important function in survival analysis, actuarial science, economics and other social sciences and reliability for characterizing lifetime. Different methods have been proposed for doing inference on the MRL but their coverage probabilities for small sample sizes are not good enough. In this thesis we apply the empirical likelihood method and carry out a simulation study of the MRL function using different statistical distributions. The simulation study does a comparison of the empirical likelihood method and the normal approximation method. The comparisons are based on the average lengths of confidence intervals and coverage probabilities. We also did comparisons based on median lengths of confidence intervals for the MRL. We found that the empirical likelihood method gives better coverage probability and shorter confidence intervals than the normal approximation method for almost all the distributions that we considered. Applying the two methods to real data we also found that the empirical likelihood method gives thinner pointwise confidence bands.
Files
Filename Size Approximate Download Time (Hours:Minutes:Seconds)
28.8 Modem 56K Modem ISDN (64 Kb) ISDN (128 Kb) Higher-speed Access mbowe_oscar_200605_ma.pdf 344.97 Kb 00:01:35 00:00:49 00:00:43 00:00:21 00:00:01 indicates that a file or directory is accessible from the Georgia State University campus network only.