• 제목/요약/키워드: censoring data

검색결과 218건 처리시간 0.023초

Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • 제15권2호
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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.

랜덤중단(中斷)된 Burr모형(模型)에서 베이지안 예측추론(豫測推論) (Bayesian Prediction Inferences for the Burr Model Under the Random Censoring)

  • 손중권;고정환
    • Journal of the Korean Data and Information Science Society
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    • 제4권
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    • pp.109-120
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    • 1993
  • Using a noninformative prior and a gamma prior, the Bayesian predictive density and the prediction intervals for a future observation or the p-th order statistic of n' future observations from the Burr distribution have been obtained. In additions, we examine the sensitivities of the results to the choice of model.

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Optimal Plan of Partially Accelerated Life Tests under Type I Censoring

  • Moon, Gyoung-Ae
    • Journal of the Korean Data and Information Science Society
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    • 제5권2호
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    • pp.87-94
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    • 1994
  • In this paper, we consider optimum plan to determine stress change times under the three-step stress PALTs, assuming that each test units follows an exponential distribution. The tampered random variable(TRV) model for the three-step stress PALTs setup are introduced, and maximum likelihood estimators(MLEs) of the failure rate and the acceleration factors are obtained. The change times to minimize the generalized asymptotic variance(GAVR) of MLEs of the failure rate and the acceleration factors are proposed for the three-step stress PALTs.

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The Strong Consistency of Regression Quantiles Estimators in Nonlinear Censored Regression Models

  • 최승희
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.157-164
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    • 2002
  • In this paper, we consider the strong consistency of the regression quantiles estimators for the nonlinear regression models when dependent variables are subject to censoring, and provide the sufficient conditions which ensure the strong consistency of proposed estimators of the censored regression models. one example is given to illustrate the application of the main result.

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On the Use of Winsorized Mean for Truncated Family of Distributions under Type II Censoring

  • Nanthakumar, A.;Selvavel, K.;Ali, M.Masoom
    • Journal of the Korean Data and Information Science Society
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    • 제13권1호
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    • pp.147-156
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    • 2002
  • In this paper, we study the properties of the modified winsorized mean to estimate the mean of a two-truncation parameter population. Under some mild conditions, the estimator is found to be strongly consistent and asymptotically unbiased even though the sample is doubly type II censored.

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Iterative Support Vector Quantile Regression for Censored Data

  • Shim, Joo-Yong;Hong, Dug-Hun;Kim, Dal-Ho;Hwang, Chang-Ha
    • Communications for Statistical Applications and Methods
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    • 제14권1호
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    • pp.195-203
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    • 2007
  • In this paper we propose support vector quantile regression (SVQR) for randomly right censored data. The proposed procedure basically utilizes iterative method based on the empirical distribution functions of the censored times and the sample quantiles of the observed variables, and applies support vector regression for the estimation of the quantile function. Experimental results we then presented to indicate the performance of the proposed procedure.

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
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    • 제9권2호
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    • pp.173-177
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    • 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.

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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
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    • 제19권3호
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    • pp.951-957
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    • 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.

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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
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    • 제9권2호
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    • pp.227-235
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    • 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.

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Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.765-776
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    • 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.