• Title/Summary/Keyword: random censorship

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The influence of the random censorship model on the estimation of the scale parameter of the exponential distribution (중도절단모형이 지수분포의 척도모수추정에 미치는 영향)

  • Kim, Namhyun
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.393-402
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    • 2014
  • The simplest and the most important distribution in survival analysis is the exponential distribution. In this paper, we investigate the influence of the random censorship model on the estimation of the scale parameter of the exponential distribution. The considered random censorship models are Koziol-Green model and the generalized exponential distribution model. Two models have different meanings. Through the simulation study, the averages of the estimated values of the parameter do not show big differences, however the MSE of the estimator tends to be bigger when the supposed model is significantly different from the true model.

Large Sample Tests for Independence and Symmetry in the Bivariate Weibull Model under Random Censorship

  • Cho, Jang-Sik;Ko, Jeong-Hwan;Kang, Sang-Kil
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.2
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    • pp.405-412
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    • 2003
  • In this paper, we consider two components system which the lifetimes have a bivariate weibull distribution with random censored data. Here the censoring time is independent of the lifetimes of the components. We construct large sample tests for independence and symmetry between two-components based on maximum likelihood estimators and the natural estimators. Also we present a numerical study.

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Boostrap testing for independence in Marshall and Olkin's model under random censorship (임의중단된 이변량 지수모형의 독립성에 대한 붓스트랩 검정)

  • 김달호;조길호;조장식
    • The Korean Journal of Applied Statistics
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    • v.9 no.2
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    • pp.13-23
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    • 1996
  • In this paper, we consider the Marshall and Olkin's bivariate exponential model under random censorship for the distribution of failure times of a system with two components. We propose a bootstrap testing procedure for independence and compare the powers of it with other tests via Monte Carlo simulation.

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A Comparative Study on Nonparametric Reliability Estimation for Koziol-Green Model with Random Censorship

  • Cha, Young-Joon;Lee, Jae-Man
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.231-237
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    • 1997
  • The Koziol-Green(KG) model has become an important topic in industrial life testing. In this paper we suggest MLE of the reliability function for the Weibull distribution under the KG model. Futhermore, we compare Kaplan-Meier estimator, Nelson estimator, Cheng & Chang estimator, and Ebrahimi estimator with proposed estimator for the reliability function under the KG model.

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A Note on Asymptotic Relative Efficiency of the Nonparametric Reliability Estimation for the Proportional Hazards Model

  • Cha, Young-Joon;Lee, Jae-Man;Cho, Gyo-Young
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.173-177
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    • 1998
  • This paper presents the asymptotic relative efficiency of the nonparametric estimator relative to the parametric maximum likelihood estimator of the reliability function under the proportional hazards model of random censorship. Also we examine the efficiency loss due to censoring proportions and misson times.

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Weak Convergence for Nonparametric Bayes Estimators Based on Beta Processes in the Random Censorship Model

  • Hong, Jee-Chang
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.545-556
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    • 2005
  • Hjort(1990) obtained the nonparametric Bayes estimator $\^{F}_{c,a}$ of $F_0$ with respect to beta processes in the random censorship model. Let $X_1,{\cdots},X_n$ be i.i.d. $F_0$ and let $C_1,{\cdot},\;C_n$ be i.i.d. G. Assume that $F_0$ and G are continuous. This paper shows that {$\^{F}_{c,a}$(u){\|}0 < u < T} converges weakly to a Gaussian process whenever T < $\infty$ and $\~{F}_0({\tau})\;<\;1$.

Estimation of Mean Residual Life under Random Censorship Model Using Partial Moment Approximation

  • Park, Byung Gu;Lee, Jae Man;Cha, Young Joon
    • Journal of Korean Society for Quality Management
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    • v.22 no.3
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    • pp.111-118
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    • 1994
  • In this paper we propose a parametric and a nonparametric small sample estimators for the mean residual life (MRL) under the random censorship model using the partial moment approximation. We also compare the proposed nonparametric estimator with the well-known nonparametric MRL estimator based on Kaplan-Meier estimator of the survival function, and present the efficiency of the nonparametric method relative to the Weibull model for small samples.

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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.