论文标题

使用反向危险率对双变量左侧审查数据进行建模

On Modeling Bivariate Left Censored Data using Reversed Hazard Rates

论文作者

Vasudevan, Durga, Asha, G.

论文摘要

当观测值未量化并且已知小于阈值值时,左侧审查的概念需要包括在此类数据集的分析中。在许多实际的多组件寿命系统中,剩余的审查数据非常普遍。通常的假设是,在许多应用程序中,独立工作似乎不合适。例如,承认组件的工作状态会影响其余组件是更现实的。当您左侧数据数据时,使用反向危险率(提议的危险率双重)更有意义。在本文中,我们提出了一个基于动态的双变量矢量逆转危险率(1996)中提出的动态双变量矢量逆转危险率的模型,该模型结合了组件之间所享有的依赖性。研究了所提出的模型的特性。显示估计的最大似然方法可与中等大型样品合作。还提出了估算参数的贝叶斯方法。可能性功能的复杂性通过大都会算法来处理。这是在R中使用MH自适应软件包执行的。还考虑了参数的不同间隔估计技术。通过说明模型在分析真实数据中的实用性来证明该模型的应用。

When the observations are not quantified and are known to be less than a threshold value, the concept of left censoring needs to be included in the analysis of such datasets. In many real multi component lifetime systems left censored data is very common. The usual assumption that components which are part of a system, work independently seems not appropriate in a number of applications. For instance it is more realistic to acknowledge that the working status of a component affects the remaining components. When you have left-censored data, it is more meaningful to use the reversed hazard rate, proposed as a dual to the hazard rate. In this paper, we propose a model for left-censored bivariate data incorporating the dependence enjoyed among the components, based on a dynamic bivariate vector reversed hazard rate proposed in Gurler (1996). The properties of the proposed model is studied. The maximum likelihood method of estimation is shown to work well for moderately large samples. The Bayesian approach to the estimation of parameters is also presented. The complexity of the likelihood function is handled through the Metropolis - Hastings algorithm. This is executed with the MH adaptive package in r. Different interval estimation techniques of the parameters are also considered. Applications of this model is demonstrated by illustrating the usefulness of the model in analyzing real data.

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