• Title/Summary/Keyword: Right censored data.

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Two-Sample Inference for Quantiles Based on Bootstrap for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.159-169
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    • 1993
  • In this article, we consider two sample problem with randomly right censored data. We propse two-sample confidence intervals for the difference in medians or any quantiles, based on bootstrap. The bootstrap version of two-sample confidence intervals proposed in this article is simple to apply and do not need the assumption of the shift model, so that for the non-shift model, the density estimation is not necessary, which is an attractive feature in small to moderate sized sample case.

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Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.213-228
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    • 2008
  • Using a linear loss function, this paper considers the one-sided testing problem for the exponential distribution via the empirical Bayes(EB) approach. Based on right censored data, we propose an EB test for the exponential parameter and obtain its convergence rate and asymptotic optimality, firstly, under the condition that the censoring distribution is known and secondly, that it is unknown.

A STUDY ON KERNEL ESTIMATION OF A SMOOTH DISTRIBUTION FUNCTION ON CENSORED DATA

  • Jee, Eun Sook
    • The Mathematical Education
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    • v.31 no.2
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    • pp.133-140
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    • 1992
  • The problem of estimating a smooth distribution function F at a point $\tau$ based on randomly right censored data is treated under certain smoothness conditions on F . The asymptotic performance of a certain class of kernel estimators is compared to that of the Kap lan-Meier estimator of F($\tau$). It is shown that the .elative deficiency of the Kaplan-Meier estimate. of F($\tau$) with respect to the appropriately chosen kernel type estimate. tends to infinity as the sample size n increases to infinity. Strong uniform consistency and the weak convergence of the normalized process are also proved.

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Tests for Exponentiality Against Harmonic New Better Than Used in Expectation Property of Life Distributions

  • Al-Ruzaiza, A.S.
    • International Journal of Reliability and Applications
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    • v.4 no.4
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    • pp.171-181
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    • 2003
  • This paper proposes a U-test statistic for the problem of testing that a life distribution is exponential against the alternative that it is harmonic new better (worse) than used in expectation upper tail HNBUET (HNWUET), but not exponential on complete data. Selected critical values are tabulated for sample sizes n =5(1)60. The asymptotic normality of the statistic is proved and a comparison is made of the asymptotic efficiency between the statistic and other statistics. The power of the test is studied by simulation. A test for HNBUET in the case of randomly right-censored data is also considered. An application of the proposed test statistic in medical sciences is given.

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Dimension reduction for right-censored survival regression: transformation approach

  • Yoo, Jae Keun;Kim, Sung-Jin;Seo, Bi-Seul;Shin, Hyejung;Sim, Su-Ah
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.259-268
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    • 2016
  • High-dimensional survival data with large numbers of predictors has become more common. The analysis of such data can be facilitated if the dimensions of predictors are adequately reduced. Recent studies show that a method called sliced inverse regression (SIR) is an effective dimension reduction tool in high-dimensional survival regression. However, it faces incapability in implementation due to a double categorization procedure. This problem can be overcome in the right-censoring type by transforming the observed survival time and censoring status into a single variable. This provides more flexibility in the categorization, so the applicability of SIR can be enhanced. Numerical studies show that the proposed transforming approach is equally good to (or even better) than the usual SIR application in both balanced and highly-unbalanced censoring status. The real data example also confirms its practical usefulness, so the proposed approach should be an effective and valuable addition to usual statistical practitioners.

Bezier curve smoothing of cumulative hazard function estimators

  • Cha, Yongseb;Kim, Choongrak
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.189-201
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    • 2016
  • In survival analysis, the Nelson-Aalen estimator and Peterson estimator are often used to estimate a cumulative hazard function in randomly right censored data. In this paper, we suggested the smoothing version of the cumulative hazard function estimators using a Bezier curve. We compare them with the existing estimators including a kernel smooth version of the Nelson-Aalen estimator and the Peterson estimator in the sense of mean integrated square error to show through numerical studies that the proposed estimators are better than existing ones. Further, we applied our method to the Cox regression where covariates are used as predictors and suggested a survival function estimation at a given covariate.

Parameter estimation of an extended inverse power Lomax distribution with Type I right censored data

  • Hassan, Amal S.;Nassr, Said G.
    • Communications for Statistical Applications and Methods
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    • v.28 no.2
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    • pp.99-118
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    • 2021
  • In this paper, we introduce an extended form of the inverse power Lomax model via Marshall-Olkin approach. We call it the Marshall-Olkin inverse power Lomax (MOIPL) distribution. The four- parameter MOIPL distribution is very flexible which contains some former and new models. Vital properties of the MOIPL distribution are affirmed. Maximum likelihood estimators and approximate confidence intervals are considered under Type I censored samples. Maximum likelihood estimates are evaluated according to simulation study. Bayesian estimators as well as Bayesian credible intervals under symmetric loss function are obtained via Markov chain Monte Carlo (MCMC) approach. Finally, the flexibility of the new model is analyzed by means of two real data sets. It is found that the MOIPL model provides closer fits than some other models based on the selected criteria.

Influence diagnostics for skew-t censored linear regression models

  • Marcos S Oliveira;Daniela CR Oliveira;Victor H Lachos
    • Communications for Statistical Applications and Methods
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    • v.30 no.6
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    • pp.605-629
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    • 2023
  • This paper proposes some diagnostics procedures for the skew-t linear regression model with censored response. The skew-t distribution is an attractive family of asymmetrical heavy-tailed densities that includes the normal, skew-normal and student's-t distributions as special cases. Inspired by the power and wide applicability of the EM-type algorithm, local and global influence analysis, based on the conditional expectation of the complete-data log-likelihood function are developed, following Zhu and Lee's approach. For the local influence analysis, four specific perturbation schemes are discussed. Two real data sets, from education and economics, which are right and left censoring, respectively, are analyzed in order to illustrate the usefulness of the proposed methodology.

Mixed effects least squares support vector machine for survival data analysis (생존자료분석을 위한 혼합효과 최소제곱 서포트벡터기계)

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.739-748
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    • 2012
  • In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

Study on the Reliability Evaluation Method of Components when Operating in Different Environments (이종 환경에서 운용되는 부품의 신뢰도 평가 방법 연구)

  • Hwang, Jeong Taek;Kim, Jong Hak;Jeon, Ju Yeon;Han, Jae Hyeon
    • Journal of the Korean Society of Safety
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    • v.32 no.5
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    • pp.115-121
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    • 2017
  • This paper is to introduce the main modeling assumptions and data structures associated with right-censored data to describe the successful methodological ideas for analyzing such a field-failure-data when components operating in different environments. The Kaplan - Meier method is the most popular method used for survival analysis. Together with the log-rank test, it may provide us with an opportunity to estimate survival probabilities and to compare survival between groups. An important advantage of the Kaplan - Meier curve is that the method can take into account some types of censored data, particularly right-censoring. The above non-parametric method was used to verify the equality of parts life used in different environments. After that, we performed the life distribution analysis using the parametric method. We simulated data from three distributions: exponential, normal, and Weibull. This allowed us to compare the results of the estimates to the known true values and to quantify the reliability indices. Here we used the Akaike information criterion to find a suitable life time distribution. If the Akaike information criterion is the smallest, the best model of failure data is presented. In this paper, no-nparametrics and parametrics methods are analyzed using R program which is a popular statistical program.