• 제목/요약/키워드: random censorship

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Rank Test for Ordered Alternatives under Random Censorship

  • Gyu-Jin Jeong;Sang-Gue Park
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.195-204
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    • 1996
  • Some rank tests for comparing r treatments against ordered alternatives are proposed when some of data are randomly cemsored, which are the weighted logrank tests based on pairwise-ranking scheme. The covariances of the proposed test statistics are explicitly obtained from the results of the counting process theory and the test procedures are illustrated by a numerical example. Simulation studies are also performed for comparing with the other well-known tests.

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Testing Goodness of Fit in Nonparametric Function Estimation Techniques for Proportional Hazards Model

  • Kim, Jong-Tae
    • Communications for Statistical Applications and Methods
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    • 제4권2호
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    • pp.435-444
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    • 1997
  • The objective of this study is to investigate the problem of goodness of fit testing based on nonparametric function estimation techniques for the random censorship model. The small and large sample properties of the proposed test, $E_{mn}$, were investigated and it is shown that under the proportional hazard model $E_{mn}$ has higher power compared to the powers of the Kolmogorov -Smirnov, Kuiper, Cramer-von Mises, and analogue of the Cramer-von Mises type test statistic.

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ESTIMATING MOMENTS OF THE SURVIVAL TIME FROM CENSORED OBSERVATIONS

  • Jung, In-Ha;Lee, Kang-Sup
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제2권2호
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    • pp.83-89
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    • 1995
  • A Bayes estimator of the survival distribution function due to Susarla and Van Ryzin(1976) is used to estimate the mth moment of a survival time on the basis of censored observations in a random censorship model. Asymptotic normality of the estimator is proved using the functional version of the delta method.

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평균잔여수명함수(平均殘餘壽命函數)의 추정(推定) (Mean Residual Life Times)

  • 이상복;박병구
    • Journal of the Korean Data and Information Science Society
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    • 제2권
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    • pp.11-21
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    • 1991
  • A different approach to the evaluation of mean residual life function under the random censorship model is presented. For small sample sizes, the performances between the proposed estimator and other estimators for men residual life function are compared in terms of bias and mean square error via a Monte Carlo study.

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Somoothing Mean Residual Life with Censored Data

  • Dong-Myung Jeong;Myung-Unn Song;Jae-Kee Song
    • Communications for Statistical Applications and Methods
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    • 제3권2호
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    • pp.129-138
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    • 1996
  • We propose a smoothing estimator of mean residual life function based on Ghorai and Susarla's (1990) smooth estimator of distribution function under random censorship model and provide the asymptotic properties of this estimator. The Monte Carlo simulation is performed to compare the proposed estimator with the other estimators and an exmple is also given using the real data.

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임의 중단모형에서 최소제곱법을 이용한 와이블분포의 모수 추정 (An Estimation of Parameters in Weibull Distribution Using Least Squares Method under Random Censoring Model)

  • 이우동
    • Journal of the Korean Data and Information Science Society
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    • 제7권2호
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    • pp.263-272
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    • 1996
  • 임의의 기계에 대한 수명의 분포는 와이블분포를 하는 경우가 흔하다. 그리고 현실적으로 기계의 수명시간을 검정할 때, 시험시간및 여러 환경적인 제약에 의하여 표본으로 주어진 기계의 수명을 모두 관측하기는 어렵다. 그래서, 본 연구에서는 임의 중단모형 하에서 와이블분포의 모수를 최소제곱법(least squares method)을 이용하여 추정하고 기존의 최대우도추정량(maximum likelihood estimates)과 효율성의 측면에서 비교하고자 한다.

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Conditional Bootstrap Methods for Censored Survival Data

  • Kim, Ji-Hyun
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.197-218
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    • 1995
  • We first consider the random censorship model of survival analysis. Efron (1981) introduced two equivalent bootstrap methods for censored data. We propose a new bootstrap scheme, called Method 3, that acts conditionally on the censoring pattern when making inference about aspects of the unknown life-time distribution F. This article contains (a) a motivation for this refined bootstrap scheme ; (b) a proof that the bootstrapped Kaplan-Meier estimatro fo F formed by Method 3 has the same limiting distribution as the one by Efron's approach ; (c) description of and report on simulation studies assessing the small-sample performance of the Method 3 ; (d) an illustration on some Danish data. We also consider the model in which the survival times are censered by death times due to other caused and also by known fixed constants, and propose an appropriate bootstrap method for that model. This bootstrap method is a readily modified version of the Method 3.

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Estimator of Mean Residual Life for Some Parametric Families Using Censored Data

  • Cho, Byung Yup;Choi, Kuey Chung;Choi, Sook Hee;Son, Young Nam
    • 품질경영학회지
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    • 제23권2호
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    • pp.80-90
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    • 1995
  • In this paper we consider a new estimator of mean residual life(MRL) under the random censorship model, based on the partial moment of the distribution. The parameters of a partial moment are estimated by its maximum likelihood estimators when the underlying distribution is known. Though the new estimator is not a consistent estimator of the MRL, it is shown to have smaller mean squared error than the well known empirical MRL estimator for a parametric family. We also compare the proposed estimator with some other estimators in terms of MSE for exponential and lognormal distributions using censored data.

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임의중도절단된 자료에서 생존함수의 동시신뢰대 구성 (The Confidence Bands for the Survival Function in Random Censorship Model)

  • 이원기;송명언;송재기;박희주
    • Journal of the Korean Data and Information Science Society
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    • 제9권1호
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    • pp.37-45
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    • 1998
  • 임의중도절단된 생존시간자료에서 생존함수에 대한 동시신뢰대를 근사식이나 표없이 구성하는 간단한 방법을 제안하였다. 그리고 모의실험을 통하여 기존의 동시신뢰대와 포함확률측면에서 서로 비교하고, 실제자료에 적용하여 보았다.

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

  • Hong, Jee-Chang;Jung, In-Ha
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제5권2호
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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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