• Title/Summary/Keyword: Censored Data

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A Study of Bayesian and Empirical Bayesian Prediction Analysis for the Rayleigh Model under the Random Censoring

  • Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.6 no.1
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    • pp.53-61
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    • 1995
  • This paper deals with problems of predicting, based on the random censored sampling, a future observation and the p-th order statistic of n' future observations for the Rayleigh model. We consider the prediction intervals for the Rayleigh model with respect to an inverse gamma prior distribution. In additions, numerical examples are given in order to illustrate the proposed predictive procedure.

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Estimation for the extreme value distribution under progressive Type-I interval censoring

  • Nam, Sol-Ji;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.3
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    • pp.643-653
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    • 2014
  • In this paper, we propose some estimators for the extreme value distribution based on the interval method and mid-point approximation method from the progressive Type-I interval censored sample. Because log-likelihood function is a non-linear function, we use a Taylor series expansion to derive approximate likelihood equations. We compare the proposed estimators in terms of the mean squared error by using the Monte Carlo simulation.

Confidence Bands for Survival Function Based on Hjort Estimator

  • Byung-Gu Park;Kil-Ho Cho;Woo-Dong Lee;Young-Joon Cha
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.119-127
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    • 1996
  • In this paper, we derive the Hall-Wellner band and the equal precistion band for survival function based on Hjort when the data are randomly right censored. The bands ate illustrated and compared by applying them to data from a preoperative radiation therapy.

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Somoothing Mean Residual Life with Censored Data

  • Dong-Myung Jeong;Myung-Unn Song;Jae-Kee Song
    • Communications for Statistical Applications and Methods
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    • v.3 no.2
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    • pp.129-138
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    • 1996
  • We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

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Customer Lifetime Value Model Using Segment-Based Survival Analysis (고객 세분화에 기반한 생존분석을 활용한 고객수명 예측 모델)

  • Chun, Heui-Ju
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.687-696
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    • 2011
  • Customer Lifetime or Customer Lifetime Value is a essential metric of differentiated CRM marketing and differentiated marketing strategy as a company core competency. However, customer lifetime used in companies is easily obtained from a confined simple customer attrition rate at some specific time point regardless of customer characteristics. In this study, in order to overcome the constraints of previous simple methods and to make practical use of it in industries, we suggest a method that estimates a customer lifetime using a customer segment based survival analysis with the censored data of customers; in addition, we apply this method to A mobile telecom company data. A method using customer segment based survival analysis is suggested in this study 1) includes all customers having different subscription dates, 2) reduces individual error, 3) can reflect trends after the observed time point and is more realistic.

Optimum time-censored ramp soak-stress ALT plan for the Burr type XII distribution

  • Srivastava, P.W.;Gupta, T.
    • International Journal of Reliability and Applications
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    • v.15 no.2
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    • pp.125-150
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    • 2014
  • Accelerated life tests (ALTs) are extensively used to determine the reliability of a product in a short period of time. Test units are subject to elevated stresses which yield quick failures. ALT can be carried out using constant-stress, step-stress, progressive-stress, cyclic-stress or random-stress loading and their various combinations. An ALT with linearly increasing stress is ramp-stress test. Much of the previous work on planning ALTs has focused on constant-stress, step-stress, ramp-stress schemes and their various combinations where the stress is generally increased. This paper presents an optimal design of ramp soak-stress ALT model which is based on the principle of Thermal cycling. Thermal cycling involves applying high and low temperatures repeatedly over time. The optimal plan consists in finding out relevant experimental variables, namely, stress rates and stress rate change points, by minimizing variance of reliability function with pre-specified mission time under normal operating conditions. The Burr type XII life distribution and time-censored data have been used for the purpose. Burr type XII life distribution has been found appropriate for accelerated life testing experiments. The method developed has been explained using a numerical example and sensitivity analysis carried out.

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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.

Seafloor terrain detection from acoustic images utilizing the fast two-dimensional CMLD-CFAR

  • Wang, Jiaqi;Li, Haisen;Du, Weidong;Xing, Tianyao;Zhou, Tian
    • International Journal of Naval Architecture and Ocean Engineering
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    • v.13 no.1
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    • pp.187-193
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    • 2021
  • In order to solve the problem of false terrains caused by environmental interferences and tunneling effect in the conventional multi-beam seafloor terrain detection, this paper proposed a seafloor topography detection method based on fast two-dimensional (2D) Censored Mean Level Detector-statistics Constant False Alarm Rate (CMLD-CFAR) method. The proposed method uses s cross-sliding window. The target occlusion phenomenon that occurs in multi-target environments can be eliminated by censoring some of the large cells of the reference cells, while the remaining reference cells are used to calculate the local threshold. The conventional 2D CMLD-CFAR methods need to estimate the background clutter power level for every pixel, thus increasing the computational burden significantly. In order to overcome this limitation, the proposed method uses a fast algorithm to select the Regions of Interest (ROI) based on a global threshold, while the rest pixels are distinguished as clutter directly. The proposed method is verified by experiments with real multi-beam data. The results show that the proposed method can effectively solve the problem of false terrain in a multi-beam terrain survey and achieve a high detection accuracy.

Additive hazards models for interval-censored semi-competing risks data with missing intermediate events (결측되었거나 구간중도절단된 중간사건을 가진 준경쟁적위험 자료에 대한 가산위험모형)

  • Kim, Jayoun;Kim, Jinheum
    • The Korean Journal of Applied Statistics
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    • v.30 no.4
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    • pp.539-553
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    • 2017
  • We propose a multi-state model to analyze semi-competing risks data with interval-censored or missing intermediate events. This model is an extension of the three states of the illness-death model: healthy, disease, and dead. The 'diseased' state can be considered as the intermediate event. Two more states are added into the illness-death model to incorporate the missing events, which are caused by a loss of follow-up before the end of a study. One of them is a state of the lost-to-follow-up (LTF), and the other is an unobservable state that represents an intermediate event experienced after the occurrence of LTF. Given covariates, we employ the Lin and Ying additive hazards model with log-normal frailty and construct a conditional likelihood to estimate transition intensities between states in the multi-state model. A marginalization of the full likelihood is completed using adaptive importance sampling, and the optimal solution of the regression parameters is achieved through an iterative quasi-Newton algorithm. Simulation studies are performed to investigate the finite-sample performance of the proposed estimation method in terms of empirical coverage probability of true regression parameters. Our proposed method is also illustrated with a dataset adapted from Helmer et al. (2001).

A modified partial least squares regression for the analysis of gene expression data with survival information

  • Lee, So-Yoon;Huh, Myung-Hoe;Park, Mira
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.5
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    • pp.1151-1160
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    • 2014
  • In DNA microarray studies, the number of genes far exceeds the number of samples and the gene expression measures are highly correlated. Partial least squares regression (PLSR) is one of the popular methods for dimensional reduction and known to be useful for the classifications of microarray data by several studies. In this study, we suggest a modified version of the partial least squares regression to analyze gene expression data with survival information. The method is designed as a new gene selection method using PLSR with an iterative procedure of imputing censored survival time. Mean square error of prediction criterion is used to determine the dimension of the model. To visualize the data, plot for variables superimposed with samples are used. The method is applied to two microarray data sets, both containing survival time. The results show that the proposed method works well for interpreting gene expression microarray data.