• Title/Summary/Keyword: Parametric distribution

Search Result 695, Processing Time 0.023 seconds

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

  • Yoon, Byoung Chang
    • Journal of Korean Society for Quality Management
    • /
    • v.22 no.4
    • /
    • pp.59-78
    • /
    • 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.

  • PDF

Notes on the Goodness-of-Fit Tests for the Ordinal Response Model

  • Jeong, Kwang-Mo;Lee, Hyun-Yung
    • The Korean Journal of Applied Statistics
    • /
    • v.23 no.6
    • /
    • pp.1057-1065
    • /
    • 2010
  • In this paper we discuss some cautionary notes in using the Pearson chi-squared test statistic for the goodness-of-fit of the ordinal response model. If a model includes continuous type explanatory variables, the resulting table from the t of a model is not a regular one in the sense that the cell boundaries are not fixed but randomly determined by some other criteria. The chi-squared statistic from this kind of table does not have a limiting chi-square distribution in general and we need to be very cautious of the use of a chi-squared type goodness-of-t test. We also study the limiting distribution of the chi-squared type statistic for testing the goodness-of-t of cumulative logit models with ordinal responses. The regularity conditions necessary to the limiting distribution will be reformulated in the framework of the cumulative logit model by modifying those of Moore and Spruill (1975). Due to the complex limiting distribution, a parametric bootstrap testing procedure is a good alternative and we explained the suggested method through a practical example of an ordinal response dataset.

Truncated Point and Reliability in a Right Truncated Rayleigh Distribution

  • Kim, Joong-Dae
    • Journal of the Korean Data and Information Science Society
    • /
    • v.17 no.4
    • /
    • pp.1343-1348
    • /
    • 2006
  • Parametric estimation of a truncated point in a right truncated Rayleigh distribution will be considered. The MLE, a bias reduced estimator and the ordinary jackknife estimator of the truncated point in the right truncated Rayleigh distribution will be compared by mean square errors. And proposed estimators of the reliability in the right truncated Rayleigh distribution will be compared by their mean squared errors.

  • PDF

Study on Variability of WTP Estimates by the Estimation Methods using Dichotomous Choice Contingent Valuation Data (양분선택형 조건부가치측정(CV) 자료의 추정방법에 따른 지불의사금액의 변동성 연구)

  • Shin, Youngchul
    • Environmental and Resource Economics Review
    • /
    • v.25 no.1
    • /
    • pp.1-25
    • /
    • 2016
  • This study investigated the variability of WTP estimates(i.e. mean or median) with ad hoc assumptions of specific parametric probability distributions(i.e. normal, logistic, lognormal, and exponential distribution) to estimate WTP function using dichotomous choice CV data on mortality risk reduction. From the perspective of policy decision, the variability of these WTP estimates are intolerable in comparison with those of Turnbull nonparametric estimation method which is free from ad hoc distribution assumptions. The Turnbull nonparametric estimation can avoid a kind of misspecification bias due to ad hoc assumption of specific parametric distributions. Furthermore, the WTP estimates by Turnbull nonparametric estimation are robust because the similar estimates are elicited from a dichotomous choice or double dichotomous choice CV data, and the statistically significant WTP estimates can be obtained even though it is not possible by parametric estimation methods. If there are considerable variability among those WTP estimates by parametric estimation methods in condition with no criteria of model adequacy, the mean WTPs from Turnbull nonparametric estimation can be the robust estimates without ad hoc assumptions, which can avoid controversial issues in the perspective of policy decisions.

A NEW FAMILY OF NEGATIVE QUADRANT DEPENDENT BIVARIATE DISTRIBUTIONS WITH CONTINUOUS MARGINALS

  • Han, Kwang-Hee
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.24 no.4
    • /
    • pp.795-805
    • /
    • 2011
  • In this paper, we study a family of continuous bivariate distributions that possesses the negative quadrant dependence property and the generalized negatively quadrant dependent F-G-M copula. We also develop the partial ordering of this new parametric family of negative quadrant dependent distributions.

Comparison between Parametric and Semi-parametric Cox Models in Modeling Transition Rates of a Multi-state Model: Application in Patients with Gastric Cancer Undergoing Surgery at the Iran Cancer Institute

  • Zare, Ali;Mahmoodi, Mahmood;Mohammad, Kazem;Zeraati, Hojjat;Hosseini, Mostafa;Naieni, Kourosh Holakouie
    • Asian Pacific Journal of Cancer Prevention
    • /
    • v.14 no.11
    • /
    • pp.6751-6755
    • /
    • 2013
  • Background: Research on cancers with a high rate of mortality such as those occurring in the stomach requires using models which can provide a closer examination of disease processes and provide researchers with more accurate data. Various models have been designed based on this issue and the present study aimed at evaluating such models. Materials and Methods: Data from 330 patients with gastric cancer undergoing surgery at Iran Cancer Institute from 1995 to 1999 were analyzed. Cox-Snell Residuals and Akaike Information Criterion were used to compare parametric and semi-parametric Cox models in modeling transition rates among different states of a multi-state model. R 2.15.1 software was used for all data analyses. Results: Analysis of Cox-Snell Residuals and Akaike Information Criterion for all probable transitions among different states revealed that parametric models represented a better fitness. Log-logistic, Gompertz and Log-normal models were good choices for modeling transition rate for relapse hazard (state $1{\rightarrow}state$ 2), death hazard without a relapse (state $1{\rightarrow}state$ 3) and death hazard with a relapse (state $2{\rightarrow}state$ 3), respectively. Conclusions: Although the semi-parametric Cox model is often used by most cancer researchers in modeling transition rates of multistate models, parametric models in similar situations- as they do not need proportional hazards assumption and consider a specific statistical distribution for time to occurrence of next state in case this assumption is not made - are more credible alternatives.

Aero-acoustic Performance Pprediction Method and Parametric Studies of Axial Flow Fan (축류 홴의 공력-음향학적 성능 예측방법 및 매개변수 연구)

  • Lee, Chan
    • Journal of KSNVE
    • /
    • v.6 no.5
    • /
    • pp.661-669
    • /
    • 1996
  • Proposed is an aero-acoustic performance prediction method of axial fan. The fan aerodynamic performance is predicted by combining pitch-averaged quasi 3-D flow analysis with pressure loss models for blade boundary layer and wake, secondary flow, endwall boundary layer and tip leakage flows. Fan noise is assumed to be radiated as dipole distribution type, and its generation is assumed to be mainly due to the vortex street shed from blade trailing edge. The fluctuating pressure and lift on the blade surface are analyzed by incorporating the wake vortex stree shed from blade trailing edge. The fluctuating pressure and lift on the blade surface are analyzed by incorporating the wake vortex street model with thin airfoil theory. The aero-acoustic performance prediction results by the present method are in good agreement with the measured results of several axial fans. With the present prediction method, parametric studies are carried out to investigate the effects of blade chord length and spacing on the efficiency and the noise level of fan. In the case of lightly loaded fan, both efficiency improvement and noise reduction can be achieved by decreasing chord length or by increasing blade specing. However, when fan is designed at highly loaded condition, the noise reduction by increasing blade spacing penalizes the attaninable efficiency of fan.

  • PDF

Survival of Colorectal Cancer in the Presence of Competing-Risks - Modeling by Weibull Distribution

  • Baghestani, Ahmad Reza;Daneshvar, Tahoura;Pourhoseingholi, Mohamad Amin;Asadzadeh, Hamid
    • Asian Pacific Journal of Cancer Prevention
    • /
    • v.17 no.3
    • /
    • pp.1193-1196
    • /
    • 2016
  • Background: Colorectal cancer (CRC) is the commonest malignancy in the lower gastrointestinal tract in both men and women. It is the third leading cause of cancer-dependent death in the world. In Iran the incidence of colorectal cancer has increased during the last 25 years. Materials and Methods: In this article we analyzed the survival of 447 colorectal patients of Taleghani hospital in Tehran using parametric competing-risks models. The cancers of these patients were diagnosed during 1985 - 2012 and followed up to 2013. The purpose was to assess the association between survival of patients with colorectal cancer in the presence of competing-risks and prognostic factors using parametric models. The analysis was carried out using R software version 3.0.2. Results: The prognostic variables included in the model were age at diagnosis, tumour site, body mass index and sex. The effect of age at diagnosis and body mass index on survival time was statistically significant. The median survival for Iranian patients with colorectal cancer is about 20 years. Conclusions: Survival function based on Weibull model compared with Kaplan-Meier survival function is smooth. Iranian data suggest a younger age distribution compared to Western reports for CRC.

Analysis of Consumers' Willingness to Pay for Organic Agricultural Products Using Parametric Survival Model (모수적 생존모형을 이용한 유기농산물의 지불의향 가격 분석)

  • Kim, Chang-Gil;Koo, Ja-Choon;Jeong, Hak-Kyun
    • Korean Journal of Organic Agriculture
    • /
    • v.24 no.2
    • /
    • pp.169-188
    • /
    • 2016
  • The purpose of this study is to analyze willingness to pay (WTP) for organic agricultural products. To accomplish the objective of the study, a consumer survey was conducted. Based on the pilot survey results, parametric survival model was used to analyze the WTP for organic products. The estimation results showed that the WTP for organic agricultural products is 1.4-fold when compared with the conventional products, which is lower than the current price by about 30 percent. The analytical results also showed that such variables as gender, recognitions for organic agricultural products, and consumers' income have very significant effects on the WTP, and that there are no differences among WTPs by consumption goals. Based on major findings, the most effective countermeasure was suggested for expanding of organic food consumption through the premium reduction of organic products. Reducing the costs of production and distribution, supporting farmers' income by direct payment system were presented. Furthermore, it is needed to allocate more budget for promoting the consumption and distribution of organic agricultural products, and for enhancing conservation of agricultural environment.

A PERMUTATION APPROACH TO THE BEHRENS-FISHER PROBLEM

  • Proschan, Michael-A.;, Dean-A.
    • Journal of the Korean Statistical Society
    • /
    • v.33 no.1
    • /
    • pp.79-97
    • /
    • 2004
  • We propose a permutation approach to the classic Behrens-Fisher problem of comparing two means in the presence of unequal variances. It is motivated by the observation that a paired test is valid whether or not the variances are equal. Rather than using a single arbitrary pairing of the data, we average over all possible pairings. We do this in both a parametric and nonparametric setting. When the sample sizes are equal, the parametric version is equivalent to referral of the unpaired t-statistic to a t-table with half the usual degrees of freedom. The derivation provides an interesting representation of the unpaired t-statistic in terms of all possible pairwise t-statistics. The nonparametric version uses the same idea of considering all different pairings of data from the two groups, but applies it to a permutation test setting. Each pairing gives rise to a permutation distribution obtained by relabeling treatment and control within pairs. The totality of different mean differences across all possible pairings and relabelings forms the null distribution upon which the p-value is based. The conservatism of this procedure diminishes as the disparity in variances increases, disappearing completely when the ratio of the smaller to larger variance approaches 0. The nonparametric procedure behaves increasingly like a paired t-test as the sample sizes increase.