University of Tasmania

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Novel methods to construct empirical CDF for continuous random variables using censor data

conference contribution
posted on 2023-05-23, 14:51 authored by Nataliya NikolovaNataliya Nikolova, Toneva, D, Tsonev, Y, Burgess, B, Kiril TenekedjievKiril Tenekedjiev
We deal with the problem of creating empirical CDF (ECDF) for a continuous random variable X, defined as time of an event of interest, such as failure or repair. The data sample to construct the ECDF is a result of an experiment, where completely observed variates are combined with right-censored variates of X. Due to the finite precision of the measurement, ties are allowed in the data sample. The Kaplan-Meier estimator (KME) is the usual method of choice when constructing ECDF under this setup. Some shortcomings of KME have been identified, most of which due to neglecting the prior information that X is a continuous random variable. A new symmetrical requirement (SR) for any estimator is motivated, which requires equal treatment of the events X <; x and X ≤ x. A new universal ECDF estimator (UECDFE) is proposed, which meets SR and overcomes some of the KME shortcomings, especially the partial utilization of the right-censored variates. Another novel invertible ECDF estimator with maximum count of nodes (IECDFmax) is developed as a linear interpolation on nodes, estimated using UECDFE. The former estimates continuous, strictly increasing, invertible ECDF, i.e. properties that the true CDF of any continuous variable theoretically possesses. Additionally, the cardinality of the node set is maximal under the given data sample, which improves the resemblance of the ECDF to the true CDF. We also address the difficult technical problem of defining appropriate domain for the IECDFmax. We show that IECDFmax overcomes all the formulated shortcomings of KME and completely utilizes all the available information contained in the data sample and in the prior knowledge that X is a continuous random variable.


Publication title

Proceedings of the 10th International Conference on Intelligent Systems (IS)






Australian Maritime College


Institute of Electrical and Electronics Engineers

Place of publication

United States

Event title

10th International Conference on Intelligent Systems (IS)

Event Venue

Virtual Conference, Online (Varna, Bulgaria)

Date of Event (Start Date)


Date of Event (End Date)


Rights statement

Copyright 2020 IEEE

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  • Restricted

Socio-economic Objectives

Expanding knowledge in engineering