• Title/Summary/Keyword: hazard rates

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Comparing the Bayesian Estimates of Hazard Rate of Mixed Distribution and Hazard Rates by the MLE Method

  • Suneung Ahn;Kim, Hyunmook
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.263-266
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    • 2003
  • This paper is intended to compare between the Bayesian estimates of hazard rate and the hazard rates of mixed distributions. In estimating hazard rates, especially when the MLE method is used, such difficulties as a lack of data and the existence of censored data make it difficult to estimate the rates. For this reason, the estimates of hazard rate based on the Bayesian approach are introduced. For the simplicity, the exponential and gamma distributions are adopted as a sampling distribution and its natural conjugate prior distribution, respectively.

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Estimation on Hazard Rates Change-Point Model

  • Kwang Mo Jeong
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.327-336
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    • 2000
  • We are mainly interested in hazard rate changes which are usually occur in survival times of manufactured products or patients. We may expect early failures with one hazard rate and next another hazard rate. For this type of data we apply a hazard rate change-point model and estimate the unkown time point to improve the model adequacy. We introduce change-point logistic model to the discrete time hazard rates. The MLEs are obtained routinely and we also explain the suggested model through a dataset of survival times.

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Nonparametric estimation of hazard rates change-point (위험률의 변화점에 대한 비모수적 추정)

  • 정광모
    • The Korean Journal of Applied Statistics
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    • v.11 no.1
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    • pp.163-175
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    • 1998
  • The change of hazard rates at some unknown time point has been the interest of many statisticians. But it was restricted to the constant hazard rates which correspond to the exponential distribution. In this paper we generalize the change-point model in which any specific functional forms of hazard rates are net assumed. The assumed model includes various types of changes before and after the unknown time point. The Nelson estimator of cumulative hazard function is introduced. We estimate the change-point maximizing slope changes of Nelson estimator. Consistency and asymptotic distribution of bootstrap estimator are obtained using the martingale theory. Through a Monte Carlo study we check the performance of the proposed method. We also explain the proposed method using the Stanford Heart Transplant Data set.

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Determination of THRs - A Practical Approach for Manufacturers According to EN50129

  • Weber, Ulrich
    • Journal of the Korean Society for Railway
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    • v.16 no.2
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    • pp.104-109
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    • 2013
  • The paper will outline how hazard identification and risk evaluation can effectively be performed to obtain Tolerable Hazard Rates (THR). As a target group manufacturers are addressed, who face the situation, that for a generic application THRs are needed for compliance with EN 50129 [1]. Focusing on functional hazards this paper shows a possible hazard log and the relevant analysis methods. The terms safety barrier and barrier function will be introduced and used instead of the term "safety function". As functional hazards and barrier functions depend on each other, emphasis will be put on a comprehensive and detailed definition of barrier functions and the usage of function lists. By using detailed and complete hazard and barrier function definitions THRs can be obtained while at the same time the approach becomes clear how the hazard rates (HR) will be established.

Analyzing Survival Data by Proportional Reversed Hazard Model

  • Gupta, Ramesh C.;Wu, Han
    • International Journal of Reliability and Applications
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    • v.2 no.1
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    • pp.1-26
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    • 2001
  • The purpose of this paper is to introduce a proportional reversed hazard rate model, in contrast to the celebrated proportional hazard model, and study some of its structural properties. Some criteria of ageing are presented and the inheritance of the ageing notions (of the base line distribution) by the proposed model are studied. Two important data sets are analyzed: one uncensored and the other having some censored observations. In both cases, the confidence bands for the failure rate and survival function are investigated. In one case the failure rate is bathtub shaped and in the other it is upside bath tub shaped and thus the failure rates are non-monotonic even though the baseline failure rate is monotonic. In addition, the estimates of the turning points of the failure rates are provided.

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Review on Probabilistic Seismic Hazard Analysis of Capable Faults (단층지진원 확률론적 지진재해도 분석에 관한 고찰)

  • 최원학;연관희;장천중
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2002.03a
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    • pp.28-35
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    • 2002
  • The probabilistic seismic hazard analysis for engineering needs several active fault parameters as input data. Fault slip rates, the segmentation model for each fault, and the date of the most recent large earthquake in seismic hazard analysis are the critical pieces of information required to characterize behavior of the faults. Slip rates provide a basis for calculating earthquake recurrence intervals. Segmentation models define potential rupture lengths and are inputs to earthquake magnitude. The most recent event is used in time-dependent probability calculations. These data were assembled by expert source-characterization groups consisting of geologists, geophysicists, and seismologists evaluating the information available for earth fault. The procedures to prepare inputs for seismic hazard are illustrated with possible segmentation scenarios of capable fault models and the seismic hazards are evaluated to see the implication of considering capable faults models.

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The Proportional Hazards Modeling for Consecutive Pipe Failures Based on an Individual Pipe Identification Method using the Characteristics of Water Distribution Pipes (상수도 배수관로의 특성에 따른 개별관로 정의 방법을 이용한 파손사건 사이의 비례위험모델링)

  • Park, Suwan;Kim, Jung Wook;Jun, Hwan Don
    • Journal of Korean Society on Water Environment
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    • v.23 no.1
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    • pp.87-96
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    • 2007
  • In this paper a methodology of identifying individual pipes according to the internal and external characteristics of pipe is developed, and the methodology is applied to a case study water distribution pipe break database. Using the newly defined individual pipes the hazard rates of the cast iron 6 inch pipes are modeled by implementing the proportional hazards modeling approach for consecutive pipe failures. The covariates to be considered in the modeling procedures are selected by considering the general availability of the data and the practical applicability of the modeling results. The individual cast iron 6 inch pipes are categorized into seven ordered survival time groups according to the total number of breaks recorded in a pipe to construct distinct proportional hazard model (PHM) for each survival time group (STG). The modeling results show that all of the PHMs have the hazard rate forms of the Weibull distribution. In addition, the estimated baseline survivor functions show that the survival probabilities of the STGs generally decrease as the number of break increases. It is found that STG I has an increasing hazard rate whereas the other STGs have decreasing hazard rates. Regarding the first failure the hazard ratio of spun-rigid and spun-flex cast iron pipes to pit cast iron pipes is estimated as 1.8 and 6.3, respectively. For the second or more failures the relative effects of pipe material/joint type on failure were not conclusive. The degree of land development affected pipe failure for STGs I, II, and V, and the average hazard ratio was estimated as 1.8. The effects of length on failure decreased as more breaks occur and the population in a GRID affected the hazard rate of the first pipe failure.

Empirical Bayes Nonparametric Estimation with Beta Processes Based on Censored Observations

  • Hong, Jee-Chang;Kim, Yongdai;Inha Jung
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.481-498
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    • 2001
  • Empirical Bayes procedure of nonparametric estiamtion of cumulative hazard rates based on censored data is considered using the beta process priors of Hjort(1990). Beta process priors with unknown parameters are used for cumulative hazard rates. Empirical Bayes estimators are suggested and asymptotic optimality is proved. Our result generalizes that of Susarla and Van Ryzin(1978) in the sensor that (i) the cumulative hazard rate induced by a Dirichlet process is a beta process, (ii) our empirical Bayes estimator does not depend on the censoring distribution while that of Susarla and Van Ryzin(1978) does, (iii) a class of estimators of the hyperprameters is suggested in the prior distribution which is assumed known in advance in Susarla and Van Ryzin(1978). This extension makes the proposed empirical Bayes procedure more applicable to real dta sets.

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Modeling of Breast Cancer Prognostic Factors Using a Parametric Log-Logistic Model in Fars Province, Southern Iran

  • Zare, Najaf;Doostfatemeh, Marzieh;Rezaianzadeh, Abass
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.4
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    • pp.1533-1537
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    • 2012
  • In general, breast cancer is the most common malignancy among women in developed as well as some developing countries, often being the second leading cause of cancer mortality after lung cancer. Using a parametric log-logistic model to consider the effects of prognostic factors, the present study focused on the 5-year survival of women with the diagnosis of breast cancer in Southern Iran. A total of 1,148 women who were diagnosed with primary invasive breast cancer from January 2001 to January 2005 were included and divided into three prognosis groups: poor, medium, and good. The survival times as well as the hazard rates of the three different groups were compared. The log-logistic model was employed as the best parametric model which could explain survival times. The hazard rates of the poor and the medium prognosis groups were respectively 13 and 3 times greater than in the good prognosis group. Also, the difference between the overall survival rates of the poor and the medium prognosis groups was highly significant in comparison to the good prognosis group. Use of the parametric log-logistic model - also a proportional odds model - allowed assessment of the natural process of the disease based on hazard and identification of trends.

Assessing Cure Rates via Piecewise Gompertz model with Covariates

  • Chung, Dae-Hyun;Won, Dong-Yu
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.2
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    • pp.445-455
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    • 1999
  • We modify the Gompertz regression model for estimation of cure rates from pediatric clinical trials by assuming different hazard rates on the different periods. A treatment period may be divided by the stages of treatments under the different treatment arms. The piecewise Gompertz models provide an efficient method for estimation of the cure rates and a method for testing the difference of the treatment effects in the given interval.

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