• Title/Summary/Keyword: 중도절단분포

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A study on effects of limited replacements in exponential model (지수모형의 제한된 대체 효과에 관한 연구)

  • Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.3
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    • pp.445-451
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    • 2013
  • We consider the estimators for the parameters of the exponential model with limited replacements under the type I censoring scheme. Also, we propose the desirable number of replacements to provide the similar effects in terms of the mean square errors.

The Shapiro-Wilk Type Test for Exponentiality Based on Progressively Type II Censored Data (전진 제 2종 중도절단자료에 대한 Shapiro-Wilk 형태의 지수검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.487-495
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    • 2010
  • This paper develops a goodness of fit test statistic to test if the progressively Type II censored sample comes from an exponential distribution with origin known. The test is based on normalizing spacings and Stephens (1978)' modified Shapiro and Wilk (1972) test for exponentiality. The modification is for the case where the origin is known. We applied the same modification to Kim (2001a)'s statistic, which is based on the ratio of two asymptotically efficient estimates of scale. The simulation results show that Kim (2001a)'s statistic has higher power than Stephens' modified Shapiro and Wilk statistic for almost all cases.

Estimation for the generalized exponential distribution under progressive type I interval censoring (일반화 지수분포를 따르는 제 1종 구간 중도절단표본에서 모수 추정)

  • Cho, Youngseukm;Lee, Changsoo;Shin, Hyejung
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.6
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    • pp.1309-1317
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    • 2013
  • There are various parameter estimation methods for the generalized exponential distribution under progressive type I interval censoring. Chen and Lio (2010) studied the parameter estimation method by the maximum likelihood estimation method, mid-point approximation method, expectation maximization algorithm and methods of moments. Among those, mid-point approximation method has the smallest mean square error in the generalized exponential distribution under progressive type I interval censoring. However, this method is difficult to derive closed form of solution for the parameter estimation using by maximum likelihood estimation method. In this paper, we propose two type of approximate maximum likelihood estimate to solve that problem. The simulation results show the obtained estimators have good performance in the sense of the mean square error. And proposed method derive closed form of solution for the parameter estimation from the generalized exponential distribution under progressive type I interval censoring.

Development and sensitivity analysis of weibull acceptance sampling plans under hybrid censoring (혼합 관측중단하에서 와이블 수명분포에 대한 신뢰도 합격판정 샘플링 계획의 개발)

  • 변은신;염봉진
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.256-259
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    • 1996
  • 수명시험에서는 시험기간을 단축하기 위해 중도절단(consoring) 방법을 사용한다. 혼합 관측중단방법은 정시에 시험을 끝낼 수 있으며 고장시간을 관찰할 필요가 없다는 장점 때문에 널리 사용되고 있다. 본 논문에서는 제품의 수명이 와이블 분포를 따르고 형상모수를 알고 있다는 가정아래, 혼합 관측중단하에서 생산자 위험과 소비자 위험을 고려한 신뢰도 합격판정 샘플링 계획을 개발하였다. 아울러, 형상모수값에 개재된 불확실성이 실제 생산자 위험과 소비자 위험, 그리고 의사결정까지의 평균 고장개수에 미치는 영향을 민감도 분석을 통해 파악하였다.

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Comparison of parametric and nonparametric hazard change-point estimators (모수적과 비모수적 위험률 변화점 통계량 비교)

  • Kim, Jaehee;Lee, Sieun
    • Journal of the Korean Data and Information Science Society
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    • v.27 no.5
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    • pp.1253-1262
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    • 2016
  • When there exists a change-point in hazard function, it should be estimated for exact parameter or hazard estimation. In this research, we compare the hazard change-point estimators. Matthews and Farewell (1982) parametric change-point estimator is based on the likelihood and Zhang et al. (2014) nonparametric estimator is based on the Nelson-Aalen cumulative hazard estimator. Simulation study is done for the data from exponential distribution with one hazard change-point. The simulated data generated without censoring and the data with right censoring are considered. As real data applications, the change-point estimates are computed for leukemia data and primary biliary cirrhosis data.

Comparing Survival Functions with Doubly Interval-Censored Data: An Application to Diabetes Surveyed by Korean Cancer Prevention Study (이중구간중도절단된 생존자료의 생존함수 비교를 위한 검정: 한국인 암 예방연구 중 당뇨병에의 응용)

  • Jee, Sun-Ha;Nam, Chung-Mo;Kim, Jin-Heum
    • The Korean Journal of Applied Statistics
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    • v.22 no.3
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    • pp.595-606
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    • 2009
  • Two tests were introduced for comparing several survival functions with doubly interval-censored data and illustrated with data surveyed by Korean Cancer Prevention Study (Jee et al., 2005). The test which extended Kim et al. (2006)'s test to the doubly interval-censored data has an advantage over Sun (2006)'s test in terms of saving computation time because the proposed test only depends on the size of risk set, and also the proposed test is applicable to continuous failure time data as well as discrete failure time data unlike Sun's test. Comparing male with female groups on the incubation time of diabetes was highly different and the survival of female group was longer than that of male one. Regardless of gender, the difference in survival functions of four age groups was highly significant with p-value of less than 0.001. This trend was more remarkable for female group than for male one. Simulation results showed that the significance level of both tests was well controlled and the proposed test was better than Sun's test in terms of power.

Bayesian Model Selection of Lifetime Models using Fractional Bayes Factor with Type ?$\pm$ Censored Data (제2종 중단모형에서 FRACTIONAL BAYES FACTOR를 이용한 신뢰수명 모형들에 대한 베이지안 모형선택)

  • 강상길;김달호;이우동
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.427-436
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    • 2000
  • In this paper, we consider a Bayesian model selection problem of lifetime distributions using fractional Bayes factor with noninformative prior when type II censored data are given. For a given type II censored data, we calculate the posterior probability of exponential, Weibull and lognormal distributions and select the model which gives the highest posterior probability. Our proposed methodology is explained and applied to real data and simulated data.

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Statistical analysis of estimating incubation period distribution and case fatality rate of COVID-19 (COVID-19 바이러스 잠복 시간 분포 추정과 치사율 추정을 위한 생존 분석의 적용)

  • Ki, Han Jeong;Kim, Jieun;Kim, Sohee;Park, Juwon;Lee, Joohaeng;Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.33 no.6
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    • pp.777-789
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    • 2020
  • COVID-19 has been rapidly spread world wide since late December 2019. In this paper, our interest is to estimate distribution of incubation time defined as period between infection of virus and the onset. Due to the limit of accessibility and asymptomatic feature of COVID-19 virus, the exact infection and onset time are not always observable. For estimation of incubation time, interval censoring technique is implemented. Furthermore, a competing risk model is applied to estimate the case fatality and cure fraction. Based on the result, the mean incubation time is about 5.4 days and the fatality rate is higher for older and male patient and the cure rate is higher at younger,female and asymptomatic patient.

Nonparametric estimation of hazard rates change-point (위험률의 변화점에 대한 비모수적 추정)

  • 정광모
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.163-175
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    • 1998
  • The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.

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Empirical Bayesian Prediction Analysis on Accelerated Lifetime Data (가속수명자료를 이용한 경험적 베이즈 예측분석)

  • Cho, Geon-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.21-30
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    • 1997
  • In accelerated life tests, the failure time of an item is observed under a high stress level, and based on the time the performances of items are investigated at the normal stress level. In this paper, when the mean of the prior of a failure rate is known in the exponential lifetime distribution with censored accelerated failure time data, we utilize the empirical Bayesian method by using the moment estimators in order to estimate the parameters of the prior distribution and obtain the empirical Bayesian predictive density and predictive intervals for a future observation under the normal stress level.

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