Comparison of Several Confidence Intervals for Median Residual Lifetime with Left-truncated and Right-censored Data. Issue 2 (7th February 2016)

• Record Type: Journal Article
• Authors: Chi, Yunchan; Tsai, Tsung-Hsien; Tu, Yi-Hsuan; Tsai, Wen-Yan
• Is Part Of: Communications in statistics. Volume 45:Issue 2(2016)
• Page Start: 701
• Page End: 716
• Publication Date: 2016-02-07
• Subjects: Kaplan–Meier estimator -- Left-truncated and right-censored data -- Median residual lifetime -- Point-wise confidence interval; Primary 62-XX -- Secondary 62GXX; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2013.870199
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract : For left-truncated and right-censored data, the technique proposed by Brookmeyer and Crowley (1982) is extended to construct a point-wise confidence interval for median residual lifetime. This procedure is computationally simpler than the score type confidence interval in Jeong et al. (2008) and empirical likelihood ratio confidence interval in Zhou and Jeong (2011). Further, transformations of the estimator are applied to improve the approximation to the asymptotic distribution for small sample sizes. A simulation study is conducted to investigate the accuracy of these confidence intervals and the implementation of these confidence intervals to two real datasets is illustrated.