I have a function $J(X;t)=int_t^infty frac{f(x)}{bar{F(t)}dx$, where $f$ is the probability density function and $bar{F(t)}$ is the survival function. Assuming $X$ follows any distribution I want to do kernel density estimation of $J(X;t)$ and find MSE and Bias. I am using R programming for this. I am trying for a long time but still couldn’t figure it out. Kindly help me! Thanks in advance!