Rupert Miller said, “Surprisingly, no efficiency comparison of the sample distribution function with the mles (maximum likelihood estimators) appears to have been reported in the literature.” (Statistical “efficiency” measures how close an estimator’s sample variance is to its Cramer-Rao lower bound.) In “What Price Kaplan-Meier?” Miller compares the nonparametric Kaplan-Meier reliability estimator with mles for exponential, Weibull, and gamma distributions.
This report compares the bias, efficiency, and robustness of the Kaplan-Meier reliability estimator from grouped failure counts (grouped life data) with the nonparametric maximum likelihood reliability estimator from ships (periodic sales, installed base, cohorts, etc.) and returns (periodic complaints, failures, repairs, replacement, spares sales, etc.) counts, estimator vs. estimator and population vs. sample.[Read more…]