Percentile residual life orders

Confidence bands for percentile residual lifetimes

Estimation of a monotone percentile residual life function under random censorship.

In this paper, we introduce a new estimator of a percentile residual life function with censored data under a monotonicity constraint. Specifically, it is assumed that the percentile residual life is a decreasing function. This assumption is useful when estimating the percentile residual life of units, which degenerate with age. We establish a law of the iterated logarithm for the proposed esti...

Percentile Residual Life Function for a Class of Life Distributions Having the ‘Setting the Clock Back to Zero’ Property

In the present paper, it is demonstrated that the Percentile Residual Life (PRL) function of a group of individuals in biomedical investigations Ca! easily obtained if the class of their life distributions possesses, what has been called the 'Setting the clock back to zero' property. It is shown that the PRL function for such a family is just its l00(1-α) percentile except, perhaps, with a diff...

Lowering Orders of Derivatives in Non-linear Residual Generation

Consistency relations are often used to design residual generators based on nonlinear process models. A main difficulty is that they generally include time differentiated versions of known signals which are difficult to estimate in a noisy environment. The main results of this paper show how to lower, or if possible avoid, the need to estimate derivatives of known signals in order to compute a ...

Conditional Mean Residual Life Estimation