Hazard Rate Function Estimation Using Weibull Kernel

Raid B. Salha; Hazem I. El Shekh Ahmed; Iyad M. Alhoubi

doi:10.4236/ojs.2014.48061

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Open Journal of Statistics > Vol.4 No.8, September 2014

Hazard Rate Function Estimation Using Weibull Kernel ()

Raid B. Salha¹, Hazem I. El Shekh Ahmed², Iyad M. Alhoubi³

¹Department of Mathematics, The Islamic University of Gaza, Gaza, Palestine.
²Department of Mathematics, Al Quds Open University, Gaza, Palestine.
³Academic Department, University College of Science and Technology, Gaza, Palestine.

DOI: 10.4236/ojs.2014.48061 PDF HTML 3,080 Downloads 3,841 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.

Keywords

Weibull Kernel, Hazard Rate Function, Kernel Estimation, Asymptotic Normality

Share and Cite:

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.

Conflicts of Interest

The authors declare no conflicts of interest.

References

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