Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods

Abstract

In this paper several nonparametric, non-Bayesian methods for estimating the failure rate function on which no monotonicity conditions have been imposed are surveyed. The survey attempts to consolidate and synthesize literature from several diverse areas of application, and endeavors to be as up-to-date as is feasible.

Keywords:

• failure rate
• generalized failure rate
• hazard rate
• life table
• product limit estimates
• kernel estimates
• generalized jackknife
• estimation of the failure rate
• uniform confidence bounds