• 제목/요약/키워드: censoring

검색결과 301건 처리시간 0.028초

Parametric Empirical Bayes Estimators with Item-Censored Data

  • Choi, Dal-Woo
    • Journal of the Korean Data and Information Science Society
    • /
    • 제8권2호
    • /
    • pp.261-270
    • /
    • 1997
  • This paper is proposed the parametric empirical Bayes(EB) confidence intervals which corrects the deficiencies in the naive EB confidence intervals of the scale parameter in the Weibull distribution under item-censoring scheme. In this case, the bootstrap EB confidence intervals are obtained by the parametric bootstrap introduced by Laird and Louis(1987). The comparisons among the bootstrap and the naive EB confidence intervals through Monte Carlo study are also presented.

  • PDF

A Note on Asymptotic Relative Efficiency of the Nonparametric Reliability Estimation for the Proportional Hazards Model

  • Cha, Young-Joon;Lee, Jae-Man;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
    • /
    • 제9권2호
    • /
    • pp.173-177
    • /
    • 1998
  • This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.

  • PDF

Estimation for the Half-Triangle Distribution Based on Progressively Type-II Censored Samples

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
    • /
    • 제19권3호
    • /
    • pp.951-957
    • /
    • 2008
  • We derive some approximate maximum likelihood estimators(AMLEs) and maximum likelihood estimator(MLE) of the scale parameter in the half-triangle distribution based on progressively Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples. We also obtain the approximate maximum likelihood estimators of the reliability function using the proposed estimators. We compare the proposed estimators in the sense of the mean squared error.

  • PDF

Bayes Estimation for the Rayleigh Failure Model

  • Ko, Jeong-Hwan;Kang, Sang-Gil;Shin, Jae-Kyoung
    • Journal of the Korean Data and Information Science Society
    • /
    • 제9권2호
    • /
    • pp.227-235
    • /
    • 1998
  • In this paper, we consider a hierarchical Bayes estimation of the parameter, the reliability and hazard rate function based on type-II censored samples from a Rayleigh failure model. Bayes calculations can be implemented easily by means of the Gibbs sampler. A numerical study is provided.

  • PDF

Regression Quantile Estimations on Censored Survival Data

  • 심주용
    • Journal of the Korean Data and Information Science Society
    • /
    • 제13권2호
    • /
    • pp.31-38
    • /
    • 2002
  • In the case of multiple survival times which might be censored at each covariate vector, we study the regression quantile estimations in this paper. The estimations are based on the empirical distribution functions of the censored times and the sample quantiles of the observed survival times at each covariate vector and the weighted least square method is applied for the estimation of the regression quantile. The estimators are shown to be asymptotically normally distributed under some regularity conditions.

  • PDF

AMLEs for Rayleigh Distribution Based on Progressive Type-II Censored Data

  • Seo, Eun-Hyung;Kang, Suk-Bok
    • Communications for Statistical Applications and Methods
    • /
    • 제14권2호
    • /
    • pp.329-344
    • /
    • 2007
  • In this paper, we shall propose the AMLEs of the scale parameter and the location parameter in the two-parameter Rayleigh distribution based on progressive Type-II censored samples when one parameter is known. We also propose the AMLEs of the two parameters in the Rayleigh distribution based on progressive Type-II censored samples when two parameters are unknown. We simulate the mean squared errors of the proposed estimators through Monte Carlo simulation for various censoring schemes.

A General Mixed Linear Model with Left-Censored Data

  • Ha, Il-Do
    • Communications for Statistical Applications and Methods
    • /
    • 제15권6호
    • /
    • pp.969-976
    • /
    • 2008
  • Mixed linear models have been widely used in various correlated data including multivariate survival data. In this paper we extend hierarchical-likelihood(h-likelihood) approach for mixed linear models with right censored data to that for left censored data. We also allow a general random-effect structure and propose the estimation procedure. The proposed method is illustrated using a numerical data set and is also compared with marginal likelihood method.

신뢰도(信賴度) 분석(分析)을 위한 고장률(故障率) 증가품목(增加品目)에 대한 수명검정(壽命檢定) (Life Testing of Failure Rate Increasing Items for Reliability Analysis)

  • 서남수
    • 대한산업공학회지
    • /
    • 제12권1호
    • /
    • pp.139-146
    • /
    • 1986
  • This study is concerned with the development of statistical life test plans for the mean lifetime of an item whose underlying lifetime distribution is a two parameter Weibull, which is perhaps the most widely used lifetime model. For this purpose, I used the likelihood ratio test method, and I verified the developed test plans and determined the sampling size and censoring number by computer similation.

  • PDF

Nonparametric Test for Equality of Survival Distributions Using Probit Scale

  • Yun, Sang-Un;Park, Chung-Seon
    • Journal of the Korean Statistical Society
    • /
    • 제23권1호
    • /
    • pp.179-185
    • /
    • 1994
  • To test the equality of survival distributions in the presence of arbitrary right censorship, the choice of weights which are functions of the number of individuals at risk at the time of each death is very important in increasing the power of the test. In this paper a weight by probit scale is derived and the efficiencies relative to the other weight's are also investigated.

  • PDF

Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
    • /
    • 제13권3호
    • /
    • pp.765-776
    • /
    • 2006
  • In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.