• Title/Summary/Keyword: Censored Data

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Robust Regression and Stratified Residuals for Left-Truncated and Right-Censored Data

  • Kim, Chul-Ki
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.333-354
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    • 1997
  • Computational algorithms to calculate M-estimators and rank estimators of regression parameters from left-truncated and right-censored data are developed herein. In the case of M-estimators, new statistical methods are also introduced to incorporate leverage assements and concomitant scale estimation in the presence of left truncation and right censoring on the observed response. Furthermore, graphical methods to examine the residuals from these data are presented. Two real data sets are used for illustration.

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Parameters Estimators for the Generalized Exponential Distribution

  • Abuammoh, A.;Sarhan, A.M.
    • International Journal of Reliability and Applications
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    • v.8 no.1
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    • pp.17-25
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    • 2007
  • Maximum likelihood method is utilized to estimate the two parameters of generalized exponential distribution based on grouped and censored data. This method does not give closed form for the estimates, thus numerical procedure is used. Reliability measures for the generalized exponential distribution are calculated. Testing the goodness of fit for the exponential distribution against the generalized exponential distribution is discussed. Relevant reliability measures of the generalized exponential distributions are also evaluated. A set of real data is employed to illustrate the results given in this paper.

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Empirical Bayes Confidence Intervals of the Burr Type XII Failure Model

  • Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.155-162
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    • 1999
  • This paper is concerned with the empirical Bayes estimation of one of the two shape parameters(${\theta}$) in the Burr(${\beta},\;{\theta}$) type XII failure model based on type-II censored data. We obtain the bootstrap empirical Bayes confidence intervals of ${\theta}$ by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive empirical Bayes confidence intervals through Monte Carlo study are also presented.

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Estimation of a Bivariate Exponential Distribution with a Location Parameter

  • Hong, Yeon-Ung;Gwon, Yong-Man
    • Journal of the Korean Data and Information Science Society
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    • v.13 no.2
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    • pp.243-250
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    • 2002
  • This paper considers the problem of estimating parameters of the bivariate exponential distribution with a location parameter for a two-component shared parallel system using component data from system-level life test terminated at the time of the prespecified number of system failure. In the system-level life testing, there are three patterns of failure types ; 1) both component failed 2) both component censored 3) one is failed and the other is censored. In the third case, we assume that the failure time might be known or unknown. The maximum likelihood estimators are obtained for the case of known/unknown failure time when the other component is censored.

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A Comparison of Testing Methods for Equality of Survival Distributions with Interval Censored Data

  • Kim, Soo-Hwan;Lee, Shin-Jae;Lee, Jae-Won
    • The Korean Journal of Applied Statistics
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    • v.25 no.3
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    • pp.423-434
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    • 2012
  • A two-sample test for equality of survival distribution is one of the important issues in survival analysis, especially for clinical and epidemiological research. With interval censored data, some testing methods have been developed. This study introduces some testing methods and compares them under various situations through simulation study. Based on simulation result, it provides some useful information on choosing the most appropriate testing method in a given situation.

Goodness-of-fit tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples

  • Kang, Suk-Bok;Han, Jun-Tae;Seo, Yeon-Ju;Jeong, Jina
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.4
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    • pp.903-914
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    • 2014
  • The inverse Weibull distribution has been proposed as a model in the analysis of life testing data. Also, inverse Weibull distribution has been recently derived as a suitable model to describe degradation phenomena of mechanical components such as the dynamic components (pistons, crankshaft, etc.) of diesel engines. In this paper, we derive the approximate maximum likelihood estimators of the scale parameter and the shape parameter in the inverse Weibull distribution under multiply type-II censoring. We also develop four modified empirical distribution function (EDF) type tests for the inverse Weibull or extreme value distribution based on multiply type-II censored samples. We also propose modified normalized sample Lorenz curve plot and new test statistic.

Metropolis-Hastings Expectation Maximization Algorithm for Incomplete Data (불완전 자료에 대한 Metropolis-Hastings Expectation Maximization 알고리즘 연구)

  • Cheon, Soo-Young;Lee, Hee-Chan
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.183-196
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    • 2012
  • The inference for incomplete data such as missing data, truncated distribution and censored data is a phenomenon that occurs frequently in statistics. To solve this problem, Expectation Maximization(EM), Monte Carlo Expectation Maximization(MCEM) and Stochastic Expectation Maximization(SEM) algorithm have been used for a long time; however, they generally assume known distributions. In this paper, we propose the Metropolis-Hastings Expectation Maximization(MHEM) algorithm for unknown distributions. The performance of our proposed algorithm has been investigated on simulated and real dataset, KOSPI 200.

SPLINE HAZARD RATE ESTIMATION USING CENSORED DATA

  • Na, Myung Hwan
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.99-106
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    • 1999
  • In this paper, the spline hazard rate model to the randomly censored data is introduced. The unknown hazard rate function is expressed as a linear combination of B-splines which is constrained to be linear(or constant) in tails. We determine the coefficients of the linear combination by maximizing the likelihood function. The number of knots are determined by Bayesian Information Criterion. Examples using simulated data are used to illustrate the performance of this method under presenting the random censoring.

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On the calibration problem with censored data (중도 절단 자료에서의 역추정 문제)

  • 박래현;이석훈;이낙영;박영옥;이상호
    • The Korean Journal of Applied Statistics
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    • v.7 no.1
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    • pp.1-17
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    • 1994
  • This article basically considers the calibration problem with censored data from the Bayesian point of view. The Gibbs sampling method is discussed to solve the difficulty encountered in computing the posterior distribution. Also presented is an approach for impementing the Gibbs sampling in actual data situation with the estimation procedures.

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A Test Procedure for Right Censored Data under the Additive Model

  • Park, Hyo-Il;Hong, Seung-Man
    • Communications for Statistical Applications and Methods
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    • v.16 no.2
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    • pp.325-334
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    • 2009
  • In this research, we propose a nonparametric test procedure for the right censored and grouped data under the additive hazards model. For deriving the test statistics, we use the likelihood principle. Then we illustrate proposed test with an example and compare the performance with other procedure by obtaining empirical powers. Finally we discuss some interesting features concerning the proposed test.