• Title/Summary/Keyword: Product-limit estimator

Search Result 16, Processing Time 0.017 seconds

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
    • /
    • v.8 no.1
    • /
    • pp.99-109
    • /
    • 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.

  • PDF

The Estimation of MRLF for Whole Line on LTRC Model

  • Shin, Im-Hee
    • Journal of the Korean Data and Information Science Society
    • /
    • v.10 no.1
    • /
    • pp.47-56
    • /
    • 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.

  • PDF

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

  • Kim, Jingeum
    • Journal of the Korean Statistical Society
    • /
    • v.28 no.4
    • /
    • pp.469-478
    • /
    • 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).

  • PDF

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

  • Kim, Jin-Heum;Ahn, Yoon-Ok
    • The Korean Journal of Applied Statistics
    • /
    • v.19 no.3
    • /
    • pp.395-406
    • /
    • 2006
  • Long-term survival rates are the most commonly used outcome measures for patients with cancer. However, traditional long-term survival statistics, which are derived by cohort analysis or complete analysis, essentially reflect the survival expectations of patients diagnosed many years ago. They are often outdated at the time they become available. In this article, we propose a modified product-limit method to obtain up-to-date estimates of long-term survival rates via a period analysis. The proposed method is illustrated with cancer registry data collected from January 1993 to December 1997.

Mean Lifetime Estimation with Censored Observations

  • Kim, Jin-Heum;Kim, Jee-Hoon
    • Journal of the Korean Statistical Society
    • /
    • v.26 no.3
    • /
    • pp.299-308
    • /
    • 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).

  • PDF

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
    • /
    • v.37 no.1_2
    • /
    • pp.105-121
    • /
    • 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
    • /
    • v.32 no.2
    • /
    • pp.163-174
    • /
    • 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
    • Journal of the military operations research society of Korea
    • /
    • v.6 no.2
    • /
    • pp.129-149
    • /
    • 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.

  • PDF

Tests for Equality of Two Distributions with Life-Table Model

  • Kang, Shin-Soo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.12 no.2
    • /
    • pp.71-82
    • /
    • 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.

  • PDF

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

  • Kim, Jangheon
    • Journal of the Korea Institute of Military Science and Technology
    • /
    • v.23 no.1
    • /
    • pp.76-86
    • /
    • 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.