Title: Estimation of mean residual life,
Abstract: Yang (1978) considered an empirical estimate of the mean residual life
function on a fixed finite interval. She proved it to be strongly uniformly
consistent and (when appropriately standardized) weakly convergent to a
Gaussian process. These results are extended to the whole half line, and the
variance of the the limiting process is studied. Also, nonparametric
simultaneous confidence bands for the mean residual life function are obtained
by transforming the limiting process to Brownian motion.