On confidence intervals for the mean past lifetime function under random censorship

Abstract

ABSTRACTThe mean past lifetime (MPL) function (also known as the expected inactivity time function) is of interest in many fields such as reliability theory and survival analysis, actuarial studies and forensic science. For estimation of the MPL function some procedures have been proposed in the literature. In this paper, we give a central limit theorem result for the estimator of MPL function based on a right-censored random sample from an unknown distribution. The limiting distribution is used to construct normal approximation-based confidence interval for MPL. Furthermore, we use the empirical likelihood ratio procedure to obtain confidence interval for the MPL function. These two intervals are compared with each other through simulation study in terms of coverage probability. Finally, a couple of numerical example illustrating the theory is also given.