• Title/Summary/Keyword: random censored

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Bayesian multiple comparisons in Freund's bivariate exponential populations with type I censored data

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.569-574
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    • 2010
  • We consider two components system which have Freund's bivariate exponential model. In this case, Bayesian multiple comparisons procedure for failure rates is sug-gested in K Freund's bivariate exponential populations. Here we assume that the com-ponents enter the study at random over time and the analysis is carried out at some prespeci ed time. We derive fractional Bayes factor for all comparisons under non- informative priors for the parameters and calculate the posterior probabilities for all hypotheses. And we select a hypotheses which has the highest posterior probability as best model. Finally, we give a numerical examples to illustrate our procedure.

Warranty cost modeling using the parametric method

  • Park, Min-Jae
    • Journal of Applied Reliability
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    • v.11 no.1
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    • pp.43-57
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    • 2011
  • In the paper, we consider two-dimensional warranty policy with failure times and repair times. The failure times are considered within the warranty period and the repair times are considered within the repair time limit. Under the renewable warranty policy and non-renewable warranty policy, we consider the number of warranty services in the censored area by warranty period and repair time limit to conduct warranty cost analysis. We investigate the field data to check their dependency and implement our proposed approaches to conduct warranty cost analysis using the parametric methods. Numerical examples are discussed to demonstrate the applicability of the methodologies and results based on the proposed approach in the paper.

Estimation for the Rayleigh distribution based on Type I hybrid censored sample

  • Kwon, Byongwon;Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.431-438
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    • 2014
  • Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

Bootstrap Confidence Intervals for an Adjusted Survivor Function under the Dependent Censoring Model

  • Lee, Seung-Yeoun;Sok, Yong-U
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.127-135
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    • 2001
  • In this paper, we consider a simple method for testing the assumption of independent censoring on the basis of a Cox proportional hazards regression model with a time-dependent covariate. This method involves a two-stage sampling in which a random subset of censored observations is selected and followed-up until their true survival times are observed. Lee and Wolfe(1998) proposed an adjusted estimate of the survivor function for the dependent censoring under a proportional hazards alternative. This paper extends their result to obtain a bootstrap confidence interval for the adjusted survivor function under the dependent censoring. The proposed procedure is illustrated with an example of a clinical trial for lung cancer analysed in Lee and Wolfe(1998).

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A Distribution-Free Confidence Interval for Difference between Treatment and Control

  • Park, Sang-Gue;Kim, Tai-Kyoo;Jeong, Gyu-Jin;Yoon, Bae-Hyun
    • Journal of Korean Society for Quality Management
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    • v.18 no.1
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    • pp.40-47
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    • 1990
  • The two-sample problem where an experimental treatment is compared with a control is considered. Without making any parametric-model assumptions for the distributions(or survival distributions), a measure for summarizing the differences between the treatment and the control is introduced. A method for constructing a confidence interval for the proposed measure is given in cases of complete and right random censored data. This method is illustrated with two numerical examples.

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Testing Exponentiality Based on EDF Statistics for Randomly Censored Data when the Scale Parameter is Unknown (척도모수가 미지인 임의중도절단자료의 EDF 통계량을 이용한 지수 검정)

  • Kim, Nam-Hyun
    • The Korean Journal of Applied Statistics
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    • v.25 no.2
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    • pp.311-319
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    • 2012
  • The simplest and the most important distribution in survival analysis is exponential distribution. Koziol and Green (1976) derived Cram$\acute{e}$r-von Mises statistic's randomly censored version based on the Kaplan-Meier product limit estimate of the distribution function; however, it could not be practical for a real data set since the statistic is for testing a simple goodness of fit hypothesis. We generalized it to the composite hypothesis for exponentiality with an unknown scale parameter. We also considered the classical Kolmogorov-Smirnov statistic and generalized it by the exact same way. The two statistics are compared through a simulation study. As a result, we can see that the generalized Koziol-Green statistic has better power in most of the alternative distributions considered.

Estimation of conditional mean residual life function with random censored data (임의중단자료에서의 조건부 평균잔여수명함수 추정)

  • Lee, Won-Kee;Song, Myung-Unn;Jeong, Seong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.22 no.1
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    • pp.89-97
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    • 2011
  • The aims of this study were to propose a method of estimation for mean residual life function (MRLF) from conditional survival function using the Buckley and James's (1979) pseudo random variables, and then to assess the performance of the proposed method through the simulation studies. The mean squared error (MSE) of proposed method were less than those of the Cox's proportional hazard model (PHM) and Beran's nonparametric method for non-PHM case. Futhermore in the case of PHM, the MSE's of proposed method were similar to those of Cox's PHM. Finally, to evaluate the appropriateness of practical use, we applied the proposed method to the gastric cancer data. The data set consist of the 1, 192 patients with gastric cancer underwent surgery at the Department of Surgery, K-University Hospital.

ON CONSISTENCY OF SOME NONPARAMETRIC BAYES ESTIMATORS WITH RESPECT TO A BETA PROCESS BASED ON INCOMPLETE DATA

  • Hong, Jee-Chang;Jung, In-Ha
    • The Pure and Applied Mathematics
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    • v.5 no.2
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    • pp.123-132
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    • 1998
  • Let F and G denote the distribution functions of the failure times and the censoring variables in a random censorship model. Susarla and Van Ryzin(1978) verified consistency of $F_{\alpha}$, he NPBE of F with respect to the Dirichlet process prior D($\alpha$), in which they assumed F and G are continuous. Assuming that A, the cumulative hazard function, is distributed according to a beta process with parameters c, $\alpha$, Hjort(1990) obtained the Bayes estimator $A_{c,\alpha}$ of A under a squared error loss function. By the theory of product-integral developed by Gill and Johansen(1990), the Bayes estimator $F_{c,\alpha}$ is recovered from $A_{c,\alpha}$. Continuity assumption on F and G is removed in our proof of the consistency of $A_{c,\alpha}$ and $F_{c,\alpha}$. Our result extends Susarla and Van Ryzin(1978) since a particular transform of a beta process is a Dirichlet process and the class of beta processes forms a much larger class than the class of Dirichlet processes.

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Two-sample chi-square test for randomly censored data (임의로 관측중단된 두 표본 자료에 대한 카이제곱 검정방법)

  • 김주한;김정란
    • The Korean Journal of Applied Statistics
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    • v.8 no.2
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    • pp.109-119
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    • 1995
  • A two sample chi-square test is introduced for testing the equality of the distributions of two populations when observations are subject to random censorship. The statistic is appropriate in testing problems where a two-sided alternative is of interest. Under the null hypothesis, the asymptotic distribution of the statistic is a chi-square distribution. We obtain two types of chi-square statistics ; one as a nonnegative definite quadratic form in difference of observed cell probabilities based on the product-limit estimators, the other one as a summation form. Data pertaining to a cancer chemotheray experiment are examined with these statistics.

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

  • Lee, Young-Chan
    • Knowledge Management Research
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    • v.11 no.2
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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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