Modelling lifetimes by quantile functions using Parzen's score function

Abstract

The present paper introduces methods of constructing quantile functions as models of lifetimes with monotone and nonmonotone hazard functions. This is accomplished on the basis of the relationships the hazard quantile function has with the score function introduced by Parzen in connection with the tail heaviness of probability distributions. Three models illustrated here contain several existing models as particular cases. The appropriateness of the models in real situations is also demonstrated.

Keywords:

• lifetime models
• quantile functions
• bathtub shape
• hazard quantile function
• score function