• Title/Summary/Keyword: Censored Data

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Reliability estimation for shared load model with guarantee time under censoring scheme (중도절단계획 하에서 보증시간을 가지는 부하분배모형의 신뢰도추정)

  • Cha, Young-Joon
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.3
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    • pp.467-474
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    • 2009
  • There are many situations arising in reliability engineering and biomedical science where failure of a subsystem increases the failure rate of other subsystem under shared load models. In this paper, the maximum likelihood estimates and the modified maximum likelihood estimates of mean time to failure and reliability function for shared load model with guarantee time are obtained by using censored system life data. Some illustrative examples are included.

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A Comparison Study of the Test for Right Censored and Grouped Data

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.22 no.4
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    • pp.313-320
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    • 2015
  • In this research, we compare the efficiency of two test procedures proposed by Prentice and Gloeckler (1978) and Park and Hong (2009) for grouped data with possible right censored observations. Both test statistics were derived using the likelihood ratio principle, but under different semi-parametric models. We review the two statistics with asymptotic normality and consider obtaining empirical powers through a simulation study. The simulation study considers two types of models the location translation model and the scale model. We discuss some interesting features related to the grouped data and obtain null distribution functions with a re-sampling method. Finally we indicate topics for future research.

Evaluation for usefulness of Chukwookee Data in Rainfall Frequency Analysis (강우빈도해석에서의 측우기자료의 유용성 평가)

  • Kim, Kee-Wook;Yoo, Chul-Sang;Park, Min-Kyu;Kim, Hyeon-Jun
    • Journal of Korea Water Resources Association
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    • v.40 no.11
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    • pp.851-859
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    • 2007
  • In this study, the chukwookee data were evaluated by applying that for the historical rainfall frequency analysis. To derive a two parameter log-normal distribution by using historical data and modem data, censored data MLE and binomial censored data MLE were applied. As a result, we found that both average and standard deviation were all estimated smaller with chukwookee data then those with only modern data. This indicates that rather big events rarely happens during the period of chukwookee data then during the modern period. The frequency analysis results using the parameters estimated were also similar to those expected. The point to be noticed is that the rainfall quantiles estimated by both methods were similar. This result indicates that the historical document records like the annals of Chosun dynasty could be valuable and effective for the frequency analysis. This also means the extension of data available for frequency analysis.

Mixed effects least squares support vector machine for survival data analysis (생존자료분석을 위한 혼합효과 최소제곱 서포트벡터기계)

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.739-748
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    • 2012
  • In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

A comparison study of inverse censoring probability weighting in censored regression (중도절단 회귀모형에서 역절단확률가중 방법 간의 비교연구)

  • Shin, Jungmin;Kim, Hyungwoo;Shin, Seung Jun
    • The Korean Journal of Applied Statistics
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    • v.34 no.6
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    • pp.957-968
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    • 2021
  • Inverse censoring probability weighting (ICPW) is a popular technique in survival data analysis. In applications of the ICPW technique such as the censored regression, it is crucial to accurately estimate the censoring probability. A simulation study is undertaken in this article to see how censoring probability estimate influences model performance in censored regression using the ICPW scheme. We compare three censoring probability estimators, including Kaplan-Meier (KM) estimator, Cox proportional hazard model estimator, and local KM estimator. For the local KM estimator, we propose to reduce the predictor dimension to avoid the curse of dimensionality and consider two popular dimension reduction tools: principal component analysis and sliced inverse regression. Finally, we found that the Cox proportional hazard model estimator shows the best performance as a censoring probability estimator in both mean and median censored regressions.

Estimation of Bivariate Survival Function for Possibly Censored Data

  • Park Hyo-Il;Na Jong-Hwa
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.783-795
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    • 2005
  • We consider to obtain an estimate of bivariate survival function for the right censored data with the assumption that the two components of censoring vector are independent. The estimate is derived from an ad hoc approach based on the representation of survival function. Then the resulting estimate can be considered as an extension of the Susarla- Van Ryzin estimate to the bivariate data. Also we show the consistency and weak convergence for the proposed estimate. Finally we compare our estimate with Dabrowska's estimate with an example and discuss some properties of our estimate with brief comment on the extension to the multivariate case.

Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • v.24 no.1
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    • pp.197-218
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    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

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Bayesian Semi-Parametric Regression for Quantile Residual Lifetime

  • Park, Taeyoung;Bae, Wonho
    • Communications for Statistical Applications and Methods
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    • v.21 no.4
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    • pp.285-296
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    • 2014
  • The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

Nonparametric test for unknown age class of life distributions

  • Abu-Youssef, S.E.;Mohammed, B.I.;Bakr, M.E.
    • International Journal of Reliability and Applications
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    • v.15 no.2
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    • pp.99-110
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    • 2014
  • Based on the kernel function, a new test is presented, testing $H_0:\bar{F}$ is exponential against $H_1:\bar{F}$ is UBACT and not exponential is given in section 2. Monte Carlos null distribution critical points for sample sizes n = 5(5)100 is investigated in section 3. The Pitman asymptotic efficiency for common alternatives is obtained in section 4. In section 5 we propose a test statistic for censored data. Finally, a numerical examples in medical science for complete and censored data using real data is presented in section 6.

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Partially Parametric Estimation of Lifetime Distribution from a Record of Failures and Follow-Ups

  • Yoon, Byoung Chang
    • Journal of Korean Society for Quality Management
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    • v.22 no.4
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    • pp.59-78
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    • 1994
  • In some observational studies, we have often random censoring model. However, the data available may be partially observable censored data consisting of the observed failure times and only those nonfailure times which are subject to follow up. In this paper, we present an extension of the problem of partially parametric estimation of the survival function to such partially observable censored data. The proposed estimator treats the observed failure times nonparametrically and uses a parametric model only for those nonfailure times which are subject to follow-up. We discuss the motivation and construction of the proposed estimator and investigate the limiting properties of the proposed estimator such as asymptotic normality. Also, when the assumed parametric model is exponential, the asymptotic variance of the estimator is obtained. Furthermore, an example is given to compare the proposed estimator with the modified Kaplan Meier(MKM) estimator. From the results, it is shown that the relative efficiency of the proposed estimator is higher than that of the MKM estimator in the follow-up study with increasing time.

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