Breadcrumb

 
 

Investigation of tail probability using a smooth estimation of a survival function

Title:

Investigation of tail probability using a smooth estimation of a survival function

Thiffeault, Serge (2004) Investigation of tail probability using a smooth estimation of a survival function. Masters thesis, Concordia University.

[img]
Preview
PDF - Accepted Version
2774Kb

Abstract

Since the publication of their truncated smooth estimator of a survival function in 1996, Chaubey and Sen continued investigation into its statistical properties under various conditions. The authors had identified a problem of convergence of their estimator when estimating the mean residual life function. To overcome this problem with the convergence, they proposed an untruncated version of their smooth estimator. Nevertheless, in fear of oversmoothing with the untruncated version, the authors did not pursue research on this estimator much further. This thesis deals with the investigation of some statistical properties of the untruncated version of the smooth estimator and studies the problem of oversmoothing by using simulations.

Divisions:Concordia University > Faculty of Arts and Science > Mathematics and Statistics
Item Type:Thesis (Masters)
Authors:Thiffeault, Serge
Pagination:xi, 94 leaves : ill. ; 29 cm.
Institution:Concordia University
Degree Name:M. Sc.
Program:Mathematics and Statistics
Date:2004
Thesis Supervisor(s):Chaubey, Yogenda
ID Code:8193
Deposited By:Concordia University Libraries
Deposited On:18 Aug 2011 14:17
Last Modified:18 Aug 2011 14:17
Related URLs:
All items in Spectrum are protected by copyright, with all rights reserved. The use of items is governed by Spectrum's terms of access.

Repository Staff Only: item control page

Document Downloads

More statistics for this item...

Concordia University - Footer