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Hazard Rate Function Estimation Using Weibull Kernel

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DOI: 10.4236/ojs.2014.48061    2,742 Downloads   3,438 Views   Citations

ABSTRACT

In this paper, we define the Weibull kernel and use it to nonparametric estimation of the probability density function (pdf) and the hazard rate function for independent and identically distributed (iid) data. The bias, variance and the optimal bandwidth of the proposed estimator are investigated. Moreover, the asymptotic normality of the proposed estimator is investigated. The performance of the proposed estimator is tested using simulation study and real data.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Salha, R. , El Shekh Ahmed, H. and Alhoubi, I. (2014) Hazard Rate Function Estimation Using Weibull Kernel. Open Journal of Statistics, 4, 650-661. doi: 10.4236/ojs.2014.48061.

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