On Improvement of Hazard Rate Function Estimation Using Adaptive Kernel Estimates

Abstract

In this paper, we use the adaptive kernel estimates method to improve nonparametically the estimator of the probability density function (pdf) using the Erlang kernel (Erlang estimator). In addition, the cumulative distribution (cdf) of the improved Erlang estimator and the related hazard rate function for independent and identically distributed (iid) data will be evaluated. The performance of improved Erlang estimator and the related hazard rate function are tested using a simulation study.