• Title/Summary/Keyword: Bivariate model

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The Bivariate Kumaraswamy Weibull regression model: a complete classical and Bayesian analysis

  • Fachini-Gomes, Juliana B.;Ortega, Edwin M.M.;Cordeiro, Gauss M.;Suzuki, Adriano K.
    • Communications for Statistical Applications and Methods
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    • v.25 no.5
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    • pp.523-544
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    • 2018
  • Bivariate distributions play a fundamental role in survival and reliability studies. We consider a regression model for bivariate survival times under right-censored based on the bivariate Kumaraswamy Weibull (Cordeiro et al., Journal of the Franklin Institute, 347, 1399-1429, 2010) distribution to model the dependence of bivariate survival data. We describe some structural properties of the marginal distributions. The method of maximum likelihood and a Bayesian procedure are adopted to estimate the model parameters. We use diagnostic measures based on the local influence and Bayesian case influence diagnostics to detect influential observations in the new model. We also show that the estimates in the bivariate Kumaraswamy Weibull regression model are robust to deal with the presence of outliers in the data. In addition, we use some measures of goodness-of-fit to evaluate the bivariate Kumaraswamy Weibull regression model. The methodology is illustrated by means of a real lifetime data set for kidney patients.

System Reliability Estimation in Bivariate Pareto Model Affected by Common Stress : Bivariate Random Censored Data Case

  • Cho, Jang-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.4
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    • pp.791-799
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    • 2005
  • We consider two components parallel system in which the lifetimes have the bivariate Pareto model with bivariate random censored data. We assume that bivariate Pareto model is affected by common stress which is independent of the lifetimes of the components. We obtain estimators for the system reliability based on likelihood function and relative frequency. Also we construct approximated confidence intervals for the reliability based on maximum likelihood estimator and relative frequency estimator, respectively. Finally we present a numerical study.

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Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Cho, Kil-Ho;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.837-844
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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Test for Independence in Bivariate Weibull Model under Bivariate Random Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.4
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    • pp.789-797
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate random censored data. We proposed large sample test for independence based on maximum likelihood estimator and relative frequency estimator, respectively. Also we derive asymptotic properties for the large sample tests and present a numerical study.

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Reliability for Series System in Bivariate Weibull Model under Bivariate Type I Censorship

  • Cho, Jang-Sik;Cho, Kil-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.3
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    • pp.571-578
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    • 2003
  • In this paper, we consider two components system which have bivariate weibull model with bivariate type I censored data. We proposed maximum likelihood estimator and relative frequency estimator for the reliability of series system. Also, we construct approximate confidence intervals for the reliability based on the two proposed estimators. And we present a numerical study.

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Test for Independence in Bivariate Pareto Model with Bivariate Random Censored Data

  • Cho, Jang-Sik;Kwon, Yong-Man;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.1
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    • pp.31-39
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    • 2004
  • In this paper, we consider two components system which the lifetimes follow bivariate pareto model with bivariate random censored data. We assume that the censoring times are independent of the lifetimes of the two components. We develop large sample test for testing independence between two components. Also we present a simulation study which is the test based on asymptotic normal distribution in testing independence.

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Analysis of bivariate recurrent event data with zero inflation

  • Kim, Taeun;Kim, Yang-Jin
    • Communications for Statistical Applications and Methods
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    • v.27 no.1
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    • pp.37-46
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    • 2020
  • Recurrent event data frequently occur in clinical studies, demography, engineering reliability and so on (Cook and Lawless, The Statistical Analysis of Recurrent Events, Springer, 2007). Sometimes, two or more different but related type of recurrent events may occur simultaneously. In this study, our interest is to estimate the covariate effect on bivariate recurrent event times with zero inflations. Such zero inflation can be related with susceptibility. In the context of bivariate recurrent event data, furthermore, such susceptibilities may be different according to the type of event. We propose a joint model including both two intensity functions and two cure rate functions. Bivariate frailty effects are adopted to model the correlation between recurrent events. Parameter estimates are obtained by maximizing the likelihood derived under a piecewise constant hazard assumption. According to simulation results, the proposed method brings unbiased estimates while the model ignoring cure rate models gives underestimated covariate effects and overestimated variance estimates. We apply the proposed method to a set of bivariate recurrent infection data in a study of child patients with leukemia.

A simple zero inflated bivariate negative binomial regression model with different dispersion parameters

  • Kim, Dongseok
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.4
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    • pp.895-900
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    • 2013
  • In this research, we propose a simple bivariate zero inflated negative binomial regression model with different dispersion for bivariate count data with excess zeros. An application to the demand for health services shows that the proposed model is better than existing models in terms of log-likelihood and AIC.

Independent Testing in Marshall and Olkin's Bivariate Exponential Model Using Fractional Bayes Factor Under Bivariate Type I Censorship

  • Cho, Kil-Ho;Cho, Jang-Sik;Choi, Seung-Bae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1391-1396
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    • 2008
  • In this paper, we consider two components system which the lifetimes have Marshall and Olkin's bivariate exponential model with bivariate type I censored data. We propose a Bayesian independent test procedure for above model using fractional Bayes factor method by O'Hagan based on improper prior distributions. And we compute the fractional Bayes factor and the posterior probabilities for the hypotheses, respectively. Also we select a hypothesis which has the largest posterior probability. Finally a numerical example is given to illustrate our Bayesian testing procedure.

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Reliability Estimation in Bivariate Pareto Model with Bivariate Type I Censored Data

  • Cho, Jang-Sik;Cho, Kil-Ho;Kang, Sang-Gil
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.31-38
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    • 2003
  • In this paper, we obtain the estimator of system reliability for the bivariate Pareto model with bivariate type 1 censored data. We obtain the estimators and approximated confidence intervals of the reliability for the parallel system based on likelihood function and the relative frequency, respectively. Also we present a numerical example by giving a data set which is generated by computer.

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