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