自适应ii型渐进式混合滤波下依赖竞争风险数据的统计推断。

IF 1.1 4区 数学 Q2 STATISTICS & PROBABILITY
Journal of Applied Statistics Pub Date : 2025-01-04 eCollection Date: 2025-01-01 DOI:10.1080/02664763.2024.2445237
Subhankar Dutta, Suchandan Kayal
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引用次数: 0

摘要

本文考虑了基于Marshall-Olkin二元威布尔分布的相关竞争风险数据的统计推断。采用Newton-Raphson方法,在局部观察到失效原因的自适应II型渐进式混合滤波条件下,计算了未知模型参数的最大似然估计。导出了极大似然估计的存在性和唯一性。利用最大似然估计的渐近正态性,通过观察到的Fisher信息矩阵构造了近似置信区间。利用马尔可夫链蒙特卡罗技术计算了伽玛-狄利克雷先验分布下的贝叶斯估计和最高后验密度可信区间。验证了马尔可夫链蒙特卡罗样本的收敛性。此外,还进行了蒙特卡罗仿真,比较了所提方法的有效性。此外,还考虑了三种不同的最优性准则,以获得最有效的审查计划。仿真研究结果表明,贝叶斯技术具有较好的效果。最后,通过对一个实际数据集的分析,说明了所提方法的可操作性和适用性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Statistical inference for dependent competing risks data under adaptive Type-II progressive hybrid censoring.

In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using Newton-Raphson method under adaptive Type II progressive hybrid censoring with partially observed failure causes. Existence and uniqueness of maximum likelihood estimates are derived. Approximate confidence intervals have been constructed via the observed Fisher information matrix using asymptotic normality property of the maximum likelihood estimates. Bayes estimates and highest posterior density credible intervals have been calculated under gamma-Dirichlet prior distribution by using Markov chain Monte Carlo technique. Convergence of Markov chain Monte Carlo samples is tested. In addition, a Monte Carlo simulation is carried out to compare the effectiveness of the proposed methods. Further, three different optimality criteria have been taken into account to obtain the most effective censoring plans. From these simulation study results it has been concluded that Bayesian technique produces superior outcomes. Finally, a real-life data set has been analyzed to illustrate the operability and applicability of the proposed methods.

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来源期刊
Journal of Applied Statistics
Journal of Applied Statistics 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
126
审稿时长
6 months
期刊介绍: Journal of Applied Statistics provides a forum for communication between both applied statisticians and users of applied statistical techniques across a wide range of disciplines. These areas include business, computing, economics, ecology, education, management, medicine, operational research and sociology, but papers from other areas are also considered. The editorial policy is to publish rigorous but clear and accessible papers on applied techniques. Purely theoretical papers are avoided but those on theoretical developments which clearly demonstrate significant applied potential are welcomed. Each paper is submitted to at least two independent referees.
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