Comparison of Two Life Distributions on the Basis of Their Percentile Residual Life Functions

摘要

The 100 alpha-percentile (0< alpha <1) residual life function at time t is defined to be the 100 alpha-percentile of the remaining life given survival up to time t. In particular, when alpha = 0.5, the median residual life function is obtained. The related mean residual life function is used in biometry, actuarial studies, and reliability. In situations similar to those where the median and other percentiles are preferred to the mean, the percentile residual life function will be a quantity of interest. Properties of percentile residual life functions are studied in Joe and Proschan (1984) and Haines and Singpurwalla (19749. In this paper, we consider inference problems for the comparison of two life distributions on the basis of their percentile residual life functions.