Nonparametric estimation of mean residual functions.

Situations frequently arise in practice in which mean residual life (mrl) functions must be ordered. For example, in a clinical trial of three experiments, let e (1), e (2) and e (3) be the mrl functions, respectively, for the disease groups under the standard and experimental treatments, and for the disease-free group. The well-documented mrl functions e (1) and e (3) can be used to generate a better estimate for e (2) under the mrl restriction e (1) < or = e (2) < or = e (3). In this paper we propose nonparametric estimators of the mean residual life function where both upper and lower bounds are given. Small and large sample properties of the estimators are explored. Simulation study shows that the proposed estimators have uniformly smaller mean squared error compared to the unrestricted empirical mrl functions. The proposed estimators are illustrated using a real data set from a cancer clinical trial study.