Estimation of the hazard rate function in the presence of measurement errors

Abstract

In this article, according to the importance of the hazard rate function criterion in theevaluation of statistical distributions, its estimation methods are presented. Here, we suggestestimators for the hazard rate function. First, we use the standard deconvolution kerneldensity estimator and suggest a plug-in estimator. In the following we investigate asymptoticbehavior of our estimator. For another estimator, we construct the new estimation thehazard rate function according plug-in and CDF. Finally, we consider the performance ofthe suggested estimators by simulation. Mean square error of estimators λˆ(t, p), λˆ(t) and λˆc(t) present in tables 1 till 6.

Keywords

• hazard rate function
• additive measurement errors
• standard deconvolution kernel density estimator
• mean square error
• local polynomial estimator