• Title/Summary/Keyword: random censoring

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Nonparametric Estimation of Mean Residual Life Function under Random Censorship

  • Park, Byung-Gu;Sohn, Joong-Kweon;Lee, Sang-Bock
    • Journal of the Korean Statistical Society
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    • v.22 no.2
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    • pp.147-157
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    • 1993
  • In the survivla analysis the problem of estimating mean residual life function (MRLF) under random censoring is very important. In this paper we propose and study a nonparametric estimator of MRLF, which is a functional form based on the estimator of the survival function due to Susarla and Van Ryzin (1980). The proposed estimator is shown to be better than some other estimators in terms of mean square errors for the exponential and Weibull cases via Monte Carlo simulation studies.

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THE EMPIRICAL LIL FOR THE KAPLAN-MEIER INTEGRAL PROCESS

  • Bae, Jong-Sig;Kim, Sung-Yeun
    • Bulletin of the Korean Mathematical Society
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    • v.40 no.2
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    • pp.269-279
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    • 2003
  • We prove an empirical LIL for the Kaplan-Meier integral process constructed from the random censorship model under bracketing entropy and mild assumptions due to censoring effects. The main method in deriving the empirical LIL is to use a weak convergence result of the sequential Kaplan-Meier integral process whose proofs appear in Bae and Kim [2]. Using the result of weak convergence, we translate the problem of the Kaplan Meier integral process into that of a Gaussian process. Finally we derive the result using an empirical LIL for the Gaussian process of Pisier [6] via a method adapted from Ossiander [5]. The result of this paper extends the empirical LIL for IID random variables to that of a random censorship model.

Empirical Bayes Test for the Exponential Parameter with Censored Data

  • Wang, Lichun
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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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.

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

  • Sohn, Joong-K.;Ko, Jeong-Hwan
    • Journal of the Korean Data and Information Science Society
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    • v.4
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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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    • v.5 no.2
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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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A Test For Trend Change in Failure Rate Using Censored Data

  • Kim, Jae-Joo;Jeong, Hai-Sung;Na, Myung-Hwan
    • Proceedings of the Korean Reliability Society Conference
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    • 2000.11a
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    • pp.365-371
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    • 2000
  • The problem of trend change in the failure rate is great interest in the reliability and survival analysis. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using random censored data. The asymptotic normality of the test statistic is established. We discuss the efficiency values of loss due to censoring.

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A Test For Trend Change in Failure Rate Using Censored Data

  • Kim, Jae Joo;Jeong, Hai Sung;Na, Myung Hwan
    • International Journal of Quality Innovation
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    • v.1 no.1
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    • pp.58-63
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    • 2000
  • The problem of trend change in the failure rate is great interest in the reliability and survival analysis. In this paper we develop a test statistic for testing whether or not the failure rate changes its trend using random censored data. The asymptotic normality of the test statistic is established. The efficiency values of loss due to censoring are discussed.

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Local Asymptotic Normality for Independent Not Identically Distributed Observations in Semiparametric Models

  • Park, Byeong U.;Jeon, Jong W.;Song, Moon S.;Kim, Woo C.
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.85-92
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    • 1991
  • A set of conditions ensuring local asymptotic normality for independent but not necessarily identically distributed observations in semiparametric models is presented here. The conditions are turned out to be more direct and easier to verify than those of Oosterhoff and van Zwet(1979) in semiparametric models. Examples considered include the simple linear regression model and Cox's proportional hazards model without censoring where the covariates are not random.

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Estimation of Survival Function and Median Survival Time in Interval-Censored Data (구간중도절단자료에서 생존함수와 중간생존시간에 대한 추정)

  • Yun, Eun-Young;Kim, Choong-Rak
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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    • pp.521-531
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    • 2010
  • Interval-censored observations are common in medical and epidemiologic studies; however, limited studies exist due to the complexity and special structure of interval-censoring. This paper introduces the imputation method and the self consistency method in the interval-censored data. We propose a new method of generating random numbers under an interval-censoring set-up. Through simulation studies we compare two methods under various simulation schemes in the sense of the mean squared error for estimating the median survival time and the mean integrated squared error for estimating the survival function. Under a moderate censoring percentage, the mean imputation method showed a better performance than the self-consistency method in estimating the median survival time and the survival function.