Abstract
Let $\theta_p$ represent the unique 100$p$ per cent point of a continuous statistical population, while $x_r$ is the $r$th largest value of a sample of size $n$ from this population $(r = 1, \cdots, n)$. This paper considers estimation of $\theta_p$ on the basis of $x_{r(1)}, \cdots, x_{r(m)}$, where the $r(i)$ differ by $O(\sqrt{n + 1})$ and do not necessarily have values near $(n + 1)p$. Also considered is estimation of $x_R$ on the basis of $x_{r(1)}, \cdots, x_{r(m)}$, where the $r(i)$ differ by $O(\sqrt{n + 1})$ and do not necessarily have values near $R$. The results are of a nonparametric nature and based on expected value considerations. These estimation procedures may be useful for life-testing situations where time to failure is the variable and some of the items tested have not yet failed when observation is discontinued. Then $\theta_p$ and $x_R$ can be estimated for $p$ and $R$ values which extend a moderate way into the region where sample data is not available. Estimation of the $x_R$ value which would be obtained by continuing to observe the experiment represents a prediction of the future from the past. The results of this paper may be of value in the actuarial, population statistics, operations research, and other fields.
Citation
John E. Walsh. "Estimating Future from Past in Life Testing." Ann. Math. Statist. 28 (2) 432 - 441, June, 1957. https://doi.org/10.1214/aoms/1177706971
Information