• 제목/요약/키워드: Random Censorship

Search Result 34, Processing Time 0.024 seconds

Rank Test for Ordered Alternatives under Random Censorship

  • Gyu-Jin Jeong;Sang-Gue Park
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.3
    • /
    • pp.195-204
    • /
    • 1996
  • Some rank tests for comparing r treatments against ordered alternatives are proposed when some of data are randomly cemsored, which are the weighted logrank tests based on pairwise-ranking scheme. The covariances of the proposed test statistics are explicitly obtained from the results of the counting process theory and the test procedures are illustrated by a numerical example. Simulation studies are also performed for comparing with the other well-known tests.

  • PDF

Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
    • /
    • v.4 no.2
    • /
    • pp.435-444
    • /
    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

  • PDF

ESTIMATING MOMENTS OF THE SURVIVAL TIME FROM CENSORED OBSERVATIONS

  • Jung, In-Ha;Lee, Kang-Sup
    • The Pure and Applied Mathematics
    • /
    • v.2 no.2
    • /
    • pp.83-89
    • /
    • 1995
  • A Bayes estimator of the survival distribution function due to Susarla and Van Ryzin(1976) is used to estimate the mth moment of a survival time on the basis of censored observations in a random censorship model. Asymptotic normality of the estimator is proved using the functional version of the delta method.

  • PDF

Mean Residual Life Times (평균잔여수명함수(平均殘餘壽命函數)의 추정(推定))

  • Lee, Sang-Bock;Park, Byung-Gu
    • Journal of the Korean Data and Information Science Society
    • /
    • v.2
    • /
    • pp.11-21
    • /
    • 1991
  • A different approach to the evaluation of mean residual life function under the random censorship model is presented. For small sample sizes, the performances between the proposed estimator and other estimators for men residual life function are compared in terms of bias and mean square error via a Monte Carlo study.

  • PDF

Somoothing Mean Residual Life with Censored Data

  • Dong-Myung Jeong;Myung-Unn Song;Jae-Kee Song
    • Communications for Statistical Applications and Methods
    • /
    • v.3 no.2
    • /
    • pp.129-138
    • /
    • 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.

  • PDF

An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model (임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정)

  • Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
    • /
    • v.7 no.2
    • /
    • pp.263-272
    • /
    • 1996
  • In this parer, under random censorship model, an estimation of scale and shape parameters in Weibull lifetime model is considered. Based on nonparametric estimator of survival function, the least square method is proposed. The proposed estimation method is simple and the performance of the proposed estimator is as efficient as maximum likelihood estimators. An example is presented, using field winding data. Simulation studies are performed to compare the performaces of the proposed estimator and maximum likelihood estimator.

  • PDF

Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
    • /
    • v.24 no.1
    • /
    • pp.197-218
    • /
    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

  • PDF

Estimator of Mean Residual Life for Some Parametric Families Using Censored Data

  • Cho, Byung Yup;Choi, Kuey Chung;Choi, Sook Hee;Son, Young Nam
    • Journal of Korean Society for Quality Management
    • /
    • v.23 no.2
    • /
    • pp.80-90
    • /
    • 1995
  • In this paper we consider a new estimator of mean residual life(MRL) under the random censorship model, based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for a parametric family. We also compare the proposed estimator with some other estimators in terms of MSE for exponential and lognormal distributions using censored data.

  • PDF

The Confidence Bands for the Survival Function in Random Censorship Model (임의중도절단된 자료에서 생존함수의 동시신뢰대 구성)

  • Lee, Won-Kee;Song, Myung-Unn;Song, Jae-Kee;Park, Hee-Joo
    • Journal of the Korean Data and Information Science Society
    • /
    • v.9 no.1
    • /
    • pp.37-45
    • /
    • 1998
  • We consider the problem of obtaining the confidence bands for the survival function with incomplete data. It is a rather simple procedure for constructing confidence bands of survival function. This method uses the weak convergence of normalized cumulative hazard estimator to a mean zero Gaussian process whose distribution can be easily approximated through simulation. Finally, we compare the performance of the proposed confidence bands through Monte Carlo simulation and we applied to construct the proposed bands with the Leukemia patient data.

  • PDF

ON CONSISTENCY OF SOME NONPARAMETRIC BAYES ESTIMATORS WITH RESPECT TO A BETA PROCESS BASED ON INCOMPLETE DATA

  • Hong, Jee-Chang;Jung, In-Ha
    • The Pure and Applied Mathematics
    • /
    • v.5 no.2
    • /
    • pp.123-132
    • /
    • 1998
  • Let F and G denote the distribution functions of the failure times and the censoring variables in a random censorship model. Susarla and Van Ryzin(1978) verified consistency of $F_{\alpha}$, he NPBE of F with respect to the Dirichlet process prior D($\alpha$), in which they assumed F and G are continuous. Assuming that A, the cumulative hazard function, is distributed according to a beta process with parameters c, $\alpha$, Hjort(1990) obtained the Bayes estimator $A_{c,\alpha}$ of A under a squared error loss function. By the theory of product-integral developed by Gill and Johansen(1990), the Bayes estimator $F_{c,\alpha}$ is recovered from $A_{c,\alpha}$. Continuity assumption on F and G is removed in our proof of the consistency of $A_{c,\alpha}$ and $F_{c,\alpha}$. Our result extends Susarla and Van Ryzin(1978) since a particular transform of a beta process is a Dirichlet process and the class of beta processes forms a much larger class than the class of Dirichlet processes.

  • PDF