Resumen de Empirical likelihood confidence intervals for the endpoint of a distribution function

Deyuan Li, Liang Peng, Yongcheng Qi

• Estimating the endpoint of a distribution function is of interest in product analysis and predicting the maximum lifetime of an item. In this paper, we propose an empirical likelihood method to construct a confidence interval for the endpoint. A simulation study shows the proposed confidence interval has better coverage accuracy than the normal approximation method, and bootstrap calibration improves the accuracy.