• 제목/요약/키워드: hazard function

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Comparison of Change-point Estimators in Hazard Rate Models

  • Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • 제9권3호
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    • pp.753-763
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    • 2002
  • When there is one change-point in the hazard rate model, a change-point estimator with the partial score process is suggested and compared with the previously developed estimators. The limiting distribution of the partial score process we used is a function of the Brownian bridge. Simulation study gives the comparison of change-point estimators.

기술평가 자료를 이용한 중소기업의 생존율 추정 및 생존요인 분석 (A Study on the Survival Probability and Survival Factors of Small and Medium-sized Enterprises Using Technology Rating Data)

  • 이영찬
    • 지식경영연구
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    • 제11권2호
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    • pp.95-109
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    • 2010
  • The objectives of this study are to identify the survival function (hazard function) of small and medium enterprises by using technology rating data for the companies guaranteed by Korea Technology Finance Corporation (KOTEC), and to figure out the factors that affects their survival. To serve the purposes, this study uses Kaplan-Meier Analysis as a non-parametric method and Cox proportional hazards model as a semi-parametric one. The 17,396 guaranteed companies that assessed from July 1st in 2005 to December 31st in 2009 are selected as samples (16,504 censored data and 829 accident data). The survival time is computed with random censoring (Type III) from July in 2005 as a starting point. The results of the analysis show that Kaplan-Meier Analysis and Cox proportional hazards model are able to readily estimate survival and hazard function and to perform comparative study among group variables such as industry and technology rating level. In particular, Cox proportional hazards model is recognized that it is useful to understand which technology rating items are meaningful to company's survival and how much they affect it. It is considered that these results will provide valuable knowledge for practitioners to find and manage the significant items for survival of the guaranteed companies through future technology rating.

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Estimation of Hazard Function and its Associated Factors in Gastric Cancer Patients using Wavelet and Kernel Smoothing Methods

  • Ahmadi, Azadeh;Roudbari, Masoud;Gohari, Mahmood Reza;Hosseini, Bistoon
    • Asian Pacific Journal of Cancer Prevention
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    • 제13권11호
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    • pp.5643-5646
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    • 2012
  • Background and Objectives: Increase of mortality rates of gastric cancer in Iran and the world in recent years reveal necessity of studies on this disease. Here, hazard function for gastric cancer patients was estimated using Wavelet and Kernel methods and some related factors were assessed. Materials and Methods: Ninety-five gastric cancer patients in Fayazbakhsh Hospital between 1996 and 2003 were studied. The effects of age of patients, gender, stage of disease and treatment method on patient's lifetime were assessed. For data analyses, survival analyses using Wavelet method and Log-rank test in R software were used. Results: Nearly 25.3% of patients were female. Fourteen percent had surgery treatment and the rest had treatment without surgery. Three fourths died and the rest were censored. Almost 9.5% of patients were in early stages of the disease, 53.7% in locally advance stage and 36.8% in metastatic stage. Hazard function estimation with the wavelet method showed significant difference for stages of disease (P<0.001) and did not reveal any significant difference for age, gender and treatment method. Conclusion: Only stage of disease had effects on hazard and most patients were diagnosed in late stages of disease, which is possibly one of the most reasons for high hazard rate and low survival. Therefore, it seems to be necessary a public education about symptoms of disease by media and regular tests and screening for early diagnosis.

지진 재해도의 닫힌 근사식 제안에 관한 연구 (A Study to Propose Closed-form Approximations of Seismic Hazard)

  • 곽신영;함대기
    • 한국지진공학회논문집
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    • 제22권4호
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    • pp.245-251
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    • 2018
  • In this paper, we address some issues in existing seismic hazard closed-form equations and present a novel seismic hazard equation form to overcome these issues. The presented equation form is based on higher-order polynomials, which can well describe the seismic hazard information with relatively high non-linearity. The accuracy of the proposed form is illustrated not only in the seismic hazard data itself but also in estimating the annual probability of failure (APF) of the structural systems. For this purpose, the information on seismic hazard is used in representative areas of the United States (West : Los Angeles, Central : Memphis and Kansas, East : Charleston). Examples regarding the APF estimation are the analyses of existing platform structure and nuclear power plant problems. As a result of the numerical example analyses, it is confirmed that the higher-order-polynomial-based hazard form presented in this paper could predict the APF values of the two example structure systems as well as the given seismic hazard data relatively accurately compared with the existing closed-form hazard equations. Therefore, in the future, it is expected that we can derive a new improved APF function by combining the proposed hazard formula with the existing fragility equation.

예비위험분석기술(PHA)과 품질기능전개(QFD) 기법을 이용한 철도사고 시나리오 분석기술 개발 (Development of a Railway Accident Scenario Analysis Technique using a Preliminary Hazard Analysis(PHA) and a Quality Function Deployment(QFD))

  • 박찬우;곽상록;왕종배;홍선호;박주남
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2005년도 춘계학술대회 논문집
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    • pp.151-156
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    • 2005
  • The objective of this study is to devise an accident scenario analysis method adept at creating accident scenarios at the Preliminary Hazard Analysis(PHA) step of a hazard analysis for railway system. This approach was inspired by the Quality Function Deployment(QFD) method, which is conventionally used in quality management and was used at the systematic accident scenario analysis(SASA) for the design of safer products. In this study, the QFD provides a formal and systematic schema to devise accident scenarios while maintaining objective. The accident scenario analysis method first identifies the hazard factors that cause railway accidents and explains the situation characteristics surrounding the accident. This method includes a feasibility test, a clustering process and a pattering process for a clearer understanding of the accident situation. Since this method enables an accident scenario analysis method to be performed systematically as well as objectively, this method is useful in building better accident prevention strategies. Therefore, this study can serve to reduce railway accident and be an effective tool for a hazard analysis.

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중도절단된 자료를 포함한 승산비 연속함수의 추정 (Estimation of continuous odds ratio function with censored data)

  • Kim, Jung-Suk;Kwon, Chang-Hee
    • 한국디지털정책학회:학술대회논문집
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    • 한국디지털정책학회 2006년도 추계학술대회
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    • pp.327-336
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    • 2006
  • The odds ratio is used for assessing the disease-exposure association, because epidemiological data for case-control of cohort studies are often summarized into 2 ${\times}$ 2 tables. In this paper we define the odds ratio function(ORF) that extends odds ratio used on discrete survival event data to continuous survival time data and propose estimation procedures with censored data. The first one is a nonparametric estimator based on the Nelson-Aalen estimator of comulative hazard function, and the others are obtained using the concept of empirical odds ratio. Asymptotic properties such as consistency and weak convergence results are also provided. The ORF provides a simple interpretation and is comparable to survival function or comulative hazard function in comparing two groups. The mean square errors are investigated via Monte Carlo simulation. The result are finally illustrated using the Melanoma data.

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Inverted exponentiated Weibull distribution with applications to lifetime data

  • Lee, Seunghyung;Noh, Yunhwan;Chung, Younshik
    • Communications for Statistical Applications and Methods
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    • 제24권3호
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    • pp.227-240
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    • 2017
  • In this paper, we introduce the inverted exponentiated Weibull (IEW) distribution which contains exponentiated inverted Weibull distribution, inverse Weibull (IW) distribution, and inverted exponentiated distribution as submodels. The proposed distribution is obtained by the inverse form of the exponentiated Weibull distribution. In particular, we explain that the proposed distribution can be interpreted by Marshall and Olkin's book (Lifetime Distributions: Structure of Non-parametric, Semiparametric, and Parametric Families, 2007, Springer) idea. We derive the cumulative distribution function and hazard function and calculate expression for its moment. The hazard function of the IEW distribution can be decreasing, increasing or bathtub-shaped. The maximum likelihood estimation (MLE) is obtained. Then we show the existence and uniqueness of MLE. We can also obtain the Bayesian estimation by using the Gibbs sampler with the Metropolis-Hastings algorithm. We also give applications with a simulated data set and two real data set to show the flexibility of the IEW distribution. Finally, conclusions are mentioned.

Bayesian Semi-Parametric Regression for Quantile Residual Lifetime

  • Park, Taeyoung;Bae, Wonho
    • Communications for Statistical Applications and Methods
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    • 제21권4호
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    • pp.285-296
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    • 2014
  • The quantile residual life function has been effectively used to interpret results from the analysis of the proportional hazards model for censored survival data; however, the quantile residual life function is not always estimable with currently available semi-parametric regression methods in the presence of heavy censoring. A parametric regression approach may circumvent the difficulty of heavy censoring, but parametric assumptions on a baseline hazard function can cause a potential bias. This article proposes a Bayesian semi-parametric regression approach for inference on an unknown baseline hazard function while adjusting for available covariates. We consider a model-based approach but the proposed method does not suffer from strong parametric assumptions, enjoying a closed-form specification of the parametric regression approach without sacrificing the flexibility of the semi-parametric regression approach. The proposed method is applied to simulated data and heavily censored survival data to estimate various quantile residual lifetimes and adjust for important prognostic factors.

Diagnostics for the Cox model

  • Xue, Yishu;Schifano, Elizabeth D.
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.583-604
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    • 2017
  • The most popular regression model for the analysis of time-to-event data is the Cox proportional hazards model. While the model specifies a parametric relationship between the hazard function and the predictor variables, there is no specification regarding the form of the baseline hazard function. A critical assumption of the Cox model, however, is the proportional hazards assumption: when the predictor variables do not vary over time, the hazard ratio comparing any two observations is constant with respect to time. Therefore, to perform credible estimation and inference, one must first assess whether the proportional hazards assumption is reasonable. As with other regression techniques, it is also essential to examine whether appropriate functional forms of the predictor variables have been used, and whether there are any outlying or influential observations. This article reviews diagnostic methods for assessing goodness-of-fit for the Cox proportional hazards model. We illustrate these methods with a case-study using available R functions, and provide complete R code for a simulated example as a supplement.

스트레스함수가 감마분포인 가속수명시험 (Accelerated Life Tests under Gamma Stress Distribution)

  • 원영철
    • 대한안전경영과학회지
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    • 제4권3호
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    • pp.59-66
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    • 2002
  • This paper presents accelerated life tests for Type I censoring data under probabilistic stresses. Probabilistic stress, S, is the random variable for stress influenced by test environments, test equipments, sampling devices and use conditions. The hazard rate, $\theta$ is a random variable of environments and a function of probabilistic stress. In detail, it is assumed that the hazard rate is linear function of the stress, the general stress distribution is a gamma distribution and the life distribution for the given hazard rate, $\theta$is an exponential distribution. Maximum likelihood estimators of model parameters are obtained, and the mean life in use stress condition is estimated. A hypothetical example is given to show its applicability.