Estimation of the truncation probability in the random truncation model
随机截断模型中截断概率的估计
Under random truncation, a pair of independent random variables $X$ and $Y$ is observable only if $X$ is larger than $Y$. The resulting model is the conditional probability distribution $H( x, y) =P[X \leq x,Y \leq y|X \geq Y]$. For the truncation probability $\alpha=P[X \geq Y]$, a proper estimate is not the sample proportion but $\alpha_n=\int G_n (s)dF_n(s)$ where $F_n$ and $G_n$ are product limit estimates of the distribution functions $F$ and$G$ of $X$ and$Y$,…