A note on inconsistency of NPMLE of the distribution function from left truncated and case I interval censored data.
We show that under reasonable conditions the nonparametric maximum likelihood estimate (NPMLE) of the distribution function from left-truncated and case 1 interval-censored data is inconsistent, in contrast to the consistency properties of the NPMLE from only left-truncated data or only interval-censored data. However, the conditional NPMLE is shown to be consistent. Numerical examples are provided to illustrate their finite sample properties.
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Division of Biostatistics, University of Minnesota, Minneapolis, USA.
Chappell
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