• Title/Summary/Keyword: random censoring

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Effects of Informative Censoring in the Proportional Hazards Model (비례위험모형에서 정보적 중도절단의 효과)

  • 정대현;홍승만;원동유
    • Journal of Applied Reliability
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    • v.2 no.2
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    • pp.121-133
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    • 2002
  • This paper concerns informative censoring and some of the difficulties it creates in analysis of survival data. For analyzing censored data, misclassification of informative censoring into random censoring is often unavoidable. It is worthwhile to investigate the impact of neglecting informative censoring on the estimation of the parameters of the proportional hazards model. The proposed model includes a primary failure which can be censored informatively or randomly and a followup failure which may be censored randomly. Simulation shows that the loss is about 30% with regard to the confidence interval if we neglect the informative censoring.

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On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.23 no.3
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    • pp.241-250
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    • 2016
  • In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.

The Study on the Mean Residual Life Estimation of Reliability Data under Random Censoring (임의절단 하에서 신뢰성 자료의 평균잔여수명 추정에 대한 연구)

  • Lee, Mi-Sook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.6
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    • pp.1997-2003
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    • 2010
  • Mean Residual Life (MRL) function plays a very important role in the area of engineering, medical science, survival studies, social sciences, and many other fields. Specially, in the reliability study of technical systems, the MRL estimation of a component is very important because the sudden stop of a system brings a serious problem. So, many simulation studies of MRL estimation have been done considering various situation variables. In this paper, four estimators of MRL are proposed under random censoring and their performances re compared through bias and Mean Square Error (MSE) by Monte Carlo simulation.

A Simple Estimator of Mean Residual Life Function under Random Censoring

  • Jeong, Dong-Myung;Song, Myung-Unn;Song, Jae-Kee
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.2
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    • pp.225-230
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    • 1997
  • We, in this paper, propose an estimator of mean residual life function by using the residual survival function under random censoring and prove the uniform consistency and weak convergence result of this estimator. Also an example is illustrated by the real data.

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On the maximum likelihood estimation for a normal distribution under random censoring

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.25 no.6
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    • pp.647-658
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    • 2018
  • In this paper, we study statistical inferences on the maximum likelihood estimation of a normal distribution when data are randomly censored. Likelihood equations are derived assuming that the censoring distribution does not involve any parameters of interest. The maximum likelihood estimators (MLEs) of the censored normal distribution do not have an explicit form, and it should be solved in an iterative way. We consider a simple method to derive an explicit form of the approximate MLEs with no iterations by expanding the nonlinear parts of the likelihood equations in Taylor series around some suitable points. The points are closely related to Kaplan-Meier estimators. By using the same method, the observed Fisher information is also approximated to obtain asymptotic variances of the estimators. An illustrative example is presented, and a simulation study is conducted to compare the performances of the estimators. In addition to their explicit form, the approximate MLEs are as efficient as the MLEs in terms of variances.

Bootstrap Confidence Intervals for an Adjusted Survivor Function under the Dependent Censoring Model

  • Lee, Seung-Yeoun;Sok, Yong-U
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.127-135
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    • 2001
  • In this paper, we consider a simple method for testing the assumption of independent censoring on the basis of a Cox proportional hazards regression model with a time-dependent covariate. This method involves a two-stage sampling in which a random subset of censored observations is selected and followed-up until their true survival times are observed. Lee and Wolfe(1998) proposed an adjusted estimate of the survivor function for the dependent censoring under a proportional hazards alternative. This paper extends their result to obtain a bootstrap confidence interval for the adjusted survivor function under the dependent censoring. The proposed procedure is illustrated with an example of a clinical trial for lung cancer analysed in Lee and Wolfe(1998).

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Nonparametric Estimation of the Survival Function under Progressively Random Censorship (점진적(漸進的) 임의중단법(任意中斷法)에서 생존함수(生存函數)의 비모수적(非母數的) 추정(推定)에 관한 연구(硏究))

  • Park, Byung-Gu;Lee, Kwang-Ho
    • Journal of the Korean Data and Information Science Society
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    • v.2
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    • pp.45-62
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    • 1991
  • In this paper we propose new nonparametric estimators of the survival function using spline function under the progressively random censoring scheme. This sampling scheme is applied in many practical situations such as clinical trials or the life testing problems. We also investigate the behaviors for some estimators in the proposed class and the performance of progressively random censoring scheme through the numerical examples and Monte Carlo simulation.

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Estimation for the Rayleigh distribution based on Type I hybrid censored sample

  • Kwon, Byongwon;Lee, Kyeongjun;Cho, Youngseuk
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.2
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    • pp.431-438
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    • 2014
  • Type I hybrid censoring scheme is the combination of the Type I and Type II censoring scheme introduced by Epstein (1954). Epstein considered a hybrid censoring sampling scheme in which the life testing experiment is terminated at a random time $T^*$ which is the time that happens rst among the following two; time of the kth unit is observed or time of the experiment length set in advance. The likelihood function of this scheme from the Rayleigh distribution cannot be solved in a explicit solution and thus we approximate the function by the Taylor series expansion. In this process, we propose four dierent methods of expansion skill.

SPLINE HAZARD RATE ESTIMATION USING CENSORED DATA

  • Na, Myung Hwan
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.3 no.2
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    • pp.99-106
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    • 1999
  • In this paper, the spline hazard rate model to the randomly censored data is introduced. The unknown hazard rate function is expressed as a linear combination of B-splines which is constrained to be linear(or constant) in tails. We determine the coefficients of the linear combination by maximizing the likelihood function. The number of knots are determined by Bayesian Information Criterion. Examples using simulated data are used to illustrate the performance of this method under presenting the random censoring.

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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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