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A Note on Inconsistency of NPMLE of the Distribution Function from Left Truncated and Case I Interval Censored Data

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Abstract

We show that under reasonable conditions the nonparametric maximum likelihood estimate (NPMLE) of the distribution function from left-truncated and case 1 interval-censored data is inconsistent, in contrast to the consistency properties of the NPMLE from only left-truncated data or only interval-censored data. However, the conditional NPMLE is shown to be consistent. Numerical examples are provided to illustrate their finite sample properties.

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Authors and Affiliations

  1. Division of Biostatistics, University of Minnesota, Minneapolis, MN

    Wei Pan

  2. Departments of Biostatistics and Statistics, University of Wisconsin, Madison, WI

    Rick Chappell

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  1. Wei Pan
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  2. Rick Chappell
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Pan, W., Chappell, R. A Note on Inconsistency of NPMLE of the Distribution Function from Left Truncated and Case I Interval Censored Data. Lifetime Data Anal 5, 281–291 (1999). https://doi.org/10.1023/A:1009632400580

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