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Paper   IPM / M / 15540
School of Mathematics
  Title:   Estimation of mean residual life based on ranked set sampling
  Author(s):  Majid Asadi (Joint with E. Zamanzade and A. Parvardeh)
  Status:   To Appear
  Journal: Comput. Stat. Data Anal.
  Supported by:  IPM
The mean residual life (MRL) of a nonnegative random variable X plays an important role in various disciplines such as reliability, survival analysis, and extreme value theory. This paper deals with the problem of estimating the MRL in ranked set sampling (RSS) design. An RSS-based estimator for MRL is proposed and its properties are investigated. For finite sample sizes, a Monte Carlo simulation study is carried out to show that the resulting estimator is more efficient than its counterpart in simple random sampling (SRS) design. It is proved that the proposed estimator asymptotically follows a Gaussian process and its asymptotic variance is no larger than its counterpart in the SRS design, regardless of the quality of ranking. Different methods of constructing a confidence interval for MRL in the RSS and SRS designs are then discussed. It is observed that while both the RSS and SRS-based confidence intervals do not control the nominal confidence level equally well, the RSS-based confidence intervals have generally shorter lengths than those in the SRS scheme. Finally, a potential application in the context of medical studies is presented for illustration purpose.

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