Document Type: Original Paper
Department of Statistics, School of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran
Department of Statistics, Faculty of Sciences, University of Birjand, Birjand, Islamic Republic of Iran
In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones  for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth . All simulations are drawn for different cases to demonstrate both, consistency and asymptotic normality and the method is illustrated by real automobile brake pads data.