• 제목/요약/키워드: Product limit estimator

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The Asymptotic Properties of Mean Residual Life Function on Left Truncated and Right Censoring Model

  • Moon, Kyoung-Ae;Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • 제8권1호
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    • pp.99-109
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    • 1997
  • The estimation procedure of mean residual life function has been placed an important role in the study of survival analysis. In this paper, the product limit estimator on left truncated and right censoring model is proposed with asymptotic properties. Also, the small sample properties are investigated through the Monte Carlo study and the proposed product limit type estimator is compared with ordinary Kaplan-Meier type estimator.

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The Estimation of MRLF for Whole Line on LTRC Model

  • Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
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    • 제10권1호
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    • pp.47-56
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    • 1999
  • In this paper, for whole line ($0,\;{\infty}$), the estimation procedure of mean residual life function using product-limit estimator is studied with asymptotic properties. And also, the small sample properties of proposed estimator of MRLF are investigated through Monte Carlo study and compared with Kaplan-Meier type estimator.

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A Kolmogorov-Smirnov-Type Test for Independence of Bivariate Failure Time Data Under Independent Censoring

  • Kim, Jingeum
    • Journal of the Korean Statistical Society
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    • 제28권4호
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    • pp.469-478
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    • 1999
  • We propose a Kolmogorov-Smirnov-type test for independence of paired failure times in the presence of independent censoring times. This independent censoring mechanism is often assumed in case-control studies. To do this end, we first introduce a process defined as the difference between the bivariate survival function estimator proposed by Wang and Wells (1997) and the product of the product-limit estimators (Kaplan and Meier (1958)) for the marginal survival functions. Then, we derive its asymptotic properties under the null hypothesis of independence. Finally, we assess the performance of the proposed test by simulations, and illustrate the proposed methodology with a dataset for remission times of 21 pairs of leukemia patients taken from Oakes(1982).

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기간분석에 따른 수정된 누적한계 추정량 (Modified Product-Limit Estimator via Period Analysis)

  • 김진흠;안윤옥
    • 응용통계연구
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    • 제19권3호
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    • pp.395-406
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    • 2006
  • 임상시험 연구나 역학 연구에서 환자들의 예후는 흔히 생존을 추정을 통해 수량화 되곤 한다. 하지만 코호트 분석이나 완전분석에 의한 생존율 추정량들은 수년 전에 진단된 환자에 크게 의존하기 때문에 실제 생존율보다 더 낮게 추정하곤 한다. 본 연구에서는 최근의 생존정보를 잘 반영하는 생존을 추정을 위해 기간분석 방법을 통한누적한계 추정량을 제안하였고, 그 방법을 1993년 1월-1997년 12월 사이에 조사된 서울시 암등록 자료(Ahn등, 2002)에 적용하여 결과를 고찰하였다.

Mean Lifetime Estimation with Censored Observations

  • Kim, Jin-Heum;Kim, Jee-Hoon
    • Journal of the Korean Statistical Society
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    • 제26권3호
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    • pp.299-308
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    • 1997
  • In the simple linear regression model Y = .alpha.$_{0}$ + .beta.$_{0}$Z + .epsilon. under the right censorship of the response variables, the estimation of the mean lifetime E(Y) is an interesting problem. In this paper we propose a method of estimating E(Y) based on the observations modified by the arguments of Buckley and James (1979). It is shown that the proposed estimator is consistent and our proposed procedure in the simple linear regression case can be naturally extended to the multiple linear regression. Finally, we perform simulation studies to compare the proposed estimator with the estimator introduced by Gill (1983).83).

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A HYPOTHESIS TESTING PROCEDURE OF ASSESSMENT FOR THE LIFETIME PERFORMANCE INDEX UNDER A GENERAL CLASS OF INVERSE EXPONENTIATED DISTRIBUTIONS WITH PROGRESSIVE TYPE I INTERVAL CENSORING

  • KAYAL, TANMAY;TRIPATHI, YOGESH MANI;WU, SHU-FEI
    • Journal of applied mathematics & informatics
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    • 제37권1_2호
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    • pp.105-121
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    • 2019
  • One of the main objective of manufacturing industries is to assess the capability performance of different processes. In this paper, we use the lifetime performance index $C_L$ as a criterion to measure larger-the-better type quality characteristic for evaluating the product performance. The lifetimes of products are assumed to follow a general class of inverted exponentiated distributions. We use maximum likelihood estimator to estimate the lifetime performance index under the assumption that data are progressive type I interval censored. We also obtain asymptotic distribution of this estimator. Based on this estimator, a new hypothesis testing procedure is developed with respect to a given lower specification limit. Finally, two numerical examples are discussed in support of the proposed testing procedure.

INDEPENDENCE TEST FOR BIVARIATE CENSORED DATA UNDER UNIVARIATE CENSORSHIP

  • Kim, Jin-Heum;Cai, Jian-Wen
    • Journal of the Korean Statistical Society
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    • 제32권2호
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    • pp.163-174
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    • 2003
  • We propose a test for independence of bivariate censored data under univariate censorship. To do this, we first introduce a process defined by the difference between bivariate survival function estimator proposed by Lin and Ying (1993) and the product of the product-limit estimators (Kaplan and Meier, 1958) for the marginal survival functions, and derive its asymptotic properties under the null hypothesis of independence. We propose a Cramer-von Mises-type test procedure based on the process . We conduct simulation studies to investigate the finite-sample performance of the proposed test and illustrate the proposed test with a real example.

Jackknife Estimator of Logistic Transformation from Truncated Data

  • Lee, Won-Hyung
    • 한국국방경영분석학회지
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    • 제6권2호
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    • pp.129-149
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    • 1980
  • In medical follow-up, equipment lifetesting, various military situations, and other fields, one often desires to calculate survival probability as a function of time, p(t). If the observer is able to record the time of occurrence of the event of interest (called a 'death'), then an empirical, non-parametric estimate may simply by obtained from the fraction of survivors after various elapsed times. The estimation is more complicated when the data are truncated, i.e., when the observer loses track of some individuals before death occurs. The product-limit method of Kaplan and Meier is one way of estimating p(t) when the mechanism causing truncation is independent of the mechanism causing death. This paper proposes jackknife estimators of logistic trans-formation and compares it to the product-limit method. A computer simulation is used to generate the times of death and truncation from a variety of assumed distributions.

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Tests for Equality of Two Distributions with Life-Table Model

  • 강신수
    • Journal of the Korean Data and Information Science Society
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    • 제12권2호
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    • pp.71-82
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    • 2001
  • There are several ways to test the equality of two survival distributions under a variety of situations. Tests for equality of two distributions with life-table model for univariate independent response times are reviewed and introduced. It is developed that the methodology to test it for correlated response times where treatments are applied to different independent sets of cohorts. Data, which can be separated into two independent sets, from an angioplasty study where more than one procedure is performed on some patients are used to illustrate this methodology.

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M-추정을 사용한 국방과학기술 수준조사 기술성장모형의 이상치 제거 (Elimination of Outlier from Technology Growth Curve using M-estimator for Defense Science and Technology Survey)

  • 김장헌
    • 한국군사과학기술학회지
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    • 제23권1호
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    • pp.76-86
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    • 2020
  • Technology growth curve methodology is commonly used in technology forecasting. A technology growth curve represents the paths of product performance in relation to time or investment in R&D. It is a useful tool to compare the technological performances between Korea and advanced nations and to describe the inflection points, the limit of improvement of a technology and their technology innovation strategies, etc. However, the curve fitting to a set of survey data often leads to model mis-specification, biased parameter estimation and incorrect result since data through survey with experts frequently contain outlier in process of curve fitting due to the subjective response characteristics. This paper propose a method to eliminate of outlier from a technology growth curve using M-estimator. The experimental results prove the overall improvement in technology growth curves by several pilot tests using real-data in Defense Science and Technology Survey reports.