A Note on Nonparametric Estimation of the Distribution Function from Interval-Censored and Truncated Observations
本文指出Turnbull关于区间删失和截断数据下分布函数最大似然估计的特征化方法在一般情况下不适用,并给出了一个简单的修正方案。
SUMMARY This paper is concerned with the nonparametric estimation of the distribution function F from interval-censored and truncated data as discussed by Turnbull. It is observed that Turnbull's characterization of F̂, the maximum likelihood estimator of F, is not applicable in general when the data are interval censored and truncated. It is shown, however, that Turnbull's characterization can be easily modified to obtain the appropriate characterization of F̂.