On harmonic oscillator hazard functions

IF 0.9 4区数学 Q3 STATISTICS & PROBABILITY

Statistics & Probability Letters Pub Date : 2024-11-12 DOI:10.1016/j.spl.2024.110304

J.A. Christen , F.J. Rubio

引用次数: 0

Abstract

We propose a parametric hazard model obtained by enforcing positivity in the damped harmonic oscillator. The resulting model has closed-form hazard and cumulative hazard functions, facilitating likelihood and Bayesian inference on the parameters. We show that this model can capture a range of hazard shapes, such as increasing, decreasing, unimodal, bathtub, and oscillatory patterns, and characterize the tails of the corresponding survival function. We illustrate the use of this model in survival analysis using real data.

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关于谐振子危险函数

我们提出了一个参数危险模型，该模型是通过在阻尼谐波振荡器中强制执行正相关性而获得的。由此产生的模型具有闭式危险和累积危险函数，便于对参数进行似然法和贝叶斯推断。我们表明，该模型可以捕捉一系列危害形状，如递增、递减、单模态、浴缸和振荡模式，并描述了相应生存函数的尾部特征。我们使用真实数据说明了该模型在生存分析中的应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics & Probability Letters 数学-统计学与概率论

CiteScore

1.60

自引率

0.00%

发文量

173

审稿时长

6 months

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