Nonparametric Estimation of Decreasing Mean Residual Life With Type II Censored Data

In this paper, a nonparametric method is proposed for the estimation of decreasing mean residual life with type II censored data. This method is based on the comparison between two estimators of the reliability function: the Kaplan-Meier estimator, and an estimator derived from the empirical MRL function. Simulation results indicate that the new approach is able to give good performance, and can outperform some existing parametric methods when censoring is heavy.