• 제목/요약/키워드: Censored data

검색결과 402건 처리시간 0.024초

Iterative Support Vector Quantile Regression for Censored Data

  • Shim, Joo-Yong;Hong, Dug-Hun;Kim, Dal-Ho;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.195-203
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    • 2007
  • In this paper we propose support vector quantile regression (SVQR) for randomly right censored data. The proposed procedure basically utilizes iterative method based on the empirical distribution functions of the censored times and the sample quantiles of the observed variables, and applies support vector regression for the estimation of the quantile function. Experimental results we then presented to indicate the performance of the proposed procedure.

Estimation for Exponential Distribution under General Progressive Type-II Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제8권2호
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    • pp.239-245
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    • 1997
  • By assuming a general progressive Type-II censored sample, we propose the minimum risk estimator (MRE) and the approximate maximum likelihood estimator (AMLE) of the scale parameter of the one-parameter exponential distribution. An example is given to illustrate the methods of estimation discussed in this paper.

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AMLE for Normal Distribution under Progressively Censored Samples

  • Kang, Suk-Bok;Cho, Young-Suk
    • Journal of the Korean Data and Information Science Society
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    • 제9권2호
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    • pp.203-209
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    • 1998
  • By assuming a progressively censored sample, we propose the approximate maximum likelihood estimator (AMLE) of the location nd the scale parameters of the two-parameter normal distribution and obtain the asymptotic variances and covariance of the AMLEs. An example is given to illustrate the methods of estimation discussed in this paper.

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Estimation for the Half-Triangle Distribution Based on Progressively Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • 제19권3호
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    • pp.951-957
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    • 2008
  • We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

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AMLE for the Gamma Distribution under the Type-I censored sample

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • 제11권1호
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    • pp.57-64
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    • 2000
  • By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

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Estimation of a Bivariate Exponential Distribution with a Location Parameter

  • 홍연웅;권용만
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2002년도 춘계학술대회
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    • pp.89-95
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    • 2002
  • This paper considers the problem of estimating paramaters of the bivariate exponential distribution with a loaction 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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Estimation of the Mean and Variance for Normal Distributions whose Both Sides are Truncated

  • Hong, Chong-Sun;Choi, Yun-Young
    • Communications for Statistical Applications and Methods
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    • 제9권1호
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    • pp.249-259
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    • 2002
  • In order to estimate the mean and variance for a Normal distribution which is truncated at both right and left sides, maximum likelihood estimators based on the entire sample from the original distribution are compared with the sample mean and variance of the censored sample which is the data remaining after truncation using simulation. We found that, surprisingly, the mean squared error of the mean based on the censored data Is smaller than that of the full sample estimators.

Estimation of Weibull Scale Parameter Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok;Lee, Hwa-Jung;Han, Jun-Tae
    • Journal of the Korean Data and Information Science Society
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    • 제15권3호
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    • pp.593-603
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    • 2004
  • We consider the problem of estimating the scale parameter of the Weibull distribution based on multiply Type-II censored samples. We propose two estimators by using the approximate maximum likelihood estimation method for Weibull and extreme value distributions. The proposed estimators are compared in the sense of the mean squared error.

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Estimation of Interval Censored Regression Spline Model with Variance Function

  • Joo, Yong-Sung;Lee, Keun-Baik;Jung, Hyeng-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1247-1253
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    • 2008
  • In this paper, we propose a interval censored regression spline model with a variance function (non-constant variance that depends on a predictor). Simulation studies show our estimates from MCECM algorithm are consistent, but biased when the sample size is small because of boundary effects. Also, we examined how the distribution of $x_i$ affects the converging speed of these consistent estimates.

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