• 제목/요약/키워드: censoring data

검색결과 220건 처리시간 0.02초

Prole likelihood estimation of generalized half logistic distribution under progressively type-II censoring

  • Kim, Yong-Ku;Kang, Suk-Bok;Han, Song-Hui;Seo, Jung-In
    • Journal of the Korean Data and Information Science Society
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    • 제22권3호
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    • pp.597-603
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    • 2011
  • The half logistic distribution has been used intensively in reliability and survival analysis especially when the data is censored. In this paper, we provide prole likelihood estimation of the shape parameter and scale parameter in the generalized half logistic distribution based on progressively Type-II censored data. We also introduce approximate maximum prole likelihood estimates for the scale parameter. As an illustration, we examine the validity of our estimation using real data and simulated data.

Lifetime Estimation for Mixed Replacement Grouped Data in Competing Failures Model

  • Lee, Tai-Sup;Yun, Sang-Un
    • International Journal of Reliability and Applications
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    • 제2권3호
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    • pp.189-197
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    • 2001
  • The estimation of mean lifetimes in presence of interval censoring with mixed replacement procedure is examined when the distributions of lifetimes are exponential. It is assumed that, due to physical restrictions and/or economic constraints, the number of failures is investigated only at several inspection times during the lifetime test; thus there is interval censoring. The maximum likelihood estimator is found in an implicit form. The Cramor-Rao lower bound, which is the asymptotic variance of the estimator, is derived. The estimation of mean lifetimes for competing failures model has been expanded.

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뎁스를 이용한 생존회귀모형들의 비교연구 (A Comparison Study of Survival Regression Models Based on Data Depths)

  • 김지연;황진수
    • 응용통계연구
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    • 제20권2호
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    • pp.313-322
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    • 2007
  • 오염이 있는 생존자료에서 여러 가지 회귀뎁스(regression depth)를 비교 연구하였다. 중도절단 자료에서 회귀뎁스에 대한 정의는 Park과 Hwang(2003)의 반공간회귀뎁스(halfspace regression depth)와 Park(2003)의 심플리셜 회귀뎁스(simplicial regression depth)가 있다. 본 논문은 Hubert 등(2001)이 제안한 사영회귀뎁스(projection regression depth)를 생존자료에서 사용하는 방법을 제시하고 이 방법과 기존의 뎁스기반 회귀모형과의 비교를 다양한 오염 상황에서 실시하였다.

Inference Based on Generalized Doubly Type-II Hybrid Censored Sample from a Half Logistic Distribution

  • Lee, Kyeong-Jun;Park, Chan-Keun;Cho, Young-Seuk
    • Communications for Statistical Applications and Methods
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    • 제18권5호
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    • pp.645-655
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    • 2011
  • Chandrasekar et al. (2004) introduced a generalized Type-II hybrid censoring. In this paper, we propose generalized doubly Type-II hybrid censoring. In addition, this paper presents the statistical inference on the scale parameter for the half logistic distribution when samples are generalized doubly Type-II hybrid censoring. The approximate maximum likelihood(AMLE) method is developed to estimate the unknown parameter. The scale parameter is estimated by the AMLE method using two di erent Taylor series expansion types. We compar the AMLEs in the sense of the mean square error(MSE). The simulation procedure is repeated 10,000 times for the sample size n = 20; 30; 40 and various censored samples. The $AMLE_I$ is better than $AMLE_{II}$ in the sense of the MSE.

Estimation for Mean and Standard Deviation of Normal Distribution under Type II Censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제21권6호
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    • pp.529-538
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    • 2014
  • In this paper, we consider maximum likelihood estimators of normal distribution based on type II censoring. Gupta (1952) and Cohen (1959, 1961) required a table for an auxiliary function to compute since they did not have an explicit form; however, we derive an explicit form for the estimators using a method to approximate the likelihood function. The derived estimators are a special case of Balakrishnan et al. (2003). We compare the estimators with the Gupta's linear estimators through simulation. Gupta's linear estimators are unbiased and easily calculated; subsequently, the proposed estimators have better performance for mean squared errors and variances, although they show bigger biases especially when the ratio of the complete data is small.

On the maximum likelihood estimation for a normal distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • 제25권6호
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    • pp.647-658
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    • 2018
  • In this paper, we study statistical inferences on the maximum likelihood estimation of a normal distribution when data are randomly censored. Likelihood equations are derived assuming that the censoring distribution does not involve any parameters of interest. The maximum likelihood estimators (MLEs) of the censored normal distribution do not have an explicit form, and it should be solved in an iterative way. We consider a simple method to derive an explicit form of the approximate MLEs with no iterations by expanding the nonlinear parts of the likelihood equations in Taylor series around some suitable points. The points are closely related to Kaplan-Meier estimators. By using the same method, the observed Fisher information is also approximated to obtain asymptotic variances of the estimators. An illustrative example is presented, and a simulation study is conducted to compare the performances of the estimators. In addition to their explicit form, the approximate MLEs are as efficient as the MLEs in terms of variances.

Estimation of the time-dependent AUC for cure rate model with covariate dependent censoring

  • Yang-Jin Kim
    • Communications for Statistical Applications and Methods
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    • 제31권4호
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    • pp.365-375
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    • 2024
  • Diverse methods to evaluate the prediction model of a time to event have been proposed in the context of right censored data where all subjects are subject to be susceptible. A time-dependent AUC (area under curve) measures the predictive ability of a marker based on case group and control one which are varying over time. When a substantial portion of subjects are event-free, a population consists of a susceptible group and a cured one. An uncertain curability of censored subjects makes it difficult to define both case group and control one. In this paper, our goal is to propose a time-dependent AUC for a cure rate model when a censoring distribution is related with covariates. A class of inverse probability of censoring weighted (IPCW) AUC estimators is proposed to adjust the possible sampling bias. We evaluate the finite sample performance of the suggested methods with diverse simulation schemes and the application to the melanoma dataset is presented to compare with other methods.

Nonparametric Bayesian Estimation for the Exponential Lifetime Data under the Type II Censoring

  • Lee, Woo-Dong;Kim, Dal-Ho;Kang, Sang-Gil
    • Communications for Statistical Applications and Methods
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    • 제8권2호
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    • pp.417-426
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    • 2001
  • This paper addresses the nonparametric Bayesian estimation for the exponential populations under type II censoring. The Dirichlet process prior is used to provide nonparametric Bayesian estimates of parameters of exponential populations. In the past, there have been computational difficulties with nonparametric Bayesian problems. This paper solves these difficulties by a Gibbs sampler algorithm. This procedure is applied to a real example and is compared with a classical estimator.

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Bayesian Prediction of Exponentiated Weibull Distribution based on Progressive Type II Censoring

  • Jung, Jinhyouk;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제20권6호
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    • pp.427-438
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    • 2013
  • Based on progressive Type II censored sampling which is an important method to obtain failure data in a lifetime study, we suggest a very general form of Bayesian prediction bounds from two parameters exponentiated Weibull distribution using the proper general prior density. For this, Markov chain Monte Carlo approach is considered and we also provide a simulation study.

RELIABILITY PREDICTION BASED ON DEGRADATION DATA

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • 한국신뢰성학회:학술대회논문집
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    • 한국신뢰성학회 2000년도 춘계학술대회 발표논문집
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    • pp.177-183
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    • 2000
  • As monitoring, testing, and measuring techniques develop, predictive control of components and complete systems have become more practical and affordable. In this paper we develop a statistics-based approach assuming nonlinear degradation paths and time-dependent standard deviation. This approach can be extended to provide reliability estimates and limit value determination in the censoring case fur predictive maintenance policy.

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