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101.
《Journal of Statistical Computation and Simulation》2012,82(7):1320-1333
In reliability theory, risk analysis, renewal processes and actuarial studies, the residual lifetimes data play an important essential role in studying the conditional tail of the lifetime data. In this paper, based on some observed ordered residual Weibull data, we introduce different prediction methods for obtaining prediction intervals (PIs) of future residual lifetimes including likelihood, Wald, moments, parametric bootstrap, and highest conditional methods. Monte Carlo simulations are performed to compare the performances of the so obtained PIs and one data analysis is performed for illustration purposes. 相似文献
102.
Adriano K. Suzuki Gladys D. C. Barriga Francisco Louzada Vicente G. Cancho 《统计学通讯:理论与方法》2017,46(6):3080-3098
In this paper we propose a general cure rate aging model. Our approach enables different underlying activation mechanisms which lead to the event of interest. The number of competing causes of the event of interest is assumed to follow a logarithmic distribution. The model is parameterized in terms of the cured fraction which is then linked to covariates. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis for the proposed model. Moreover, some discussions on the model selection to compare the fitted models are given, as well as case deletion influence diagnostics are developed for the joint posterior distribution based on the ψ-divergence, which has several divergence measures as particular cases, such as the Kullback–Leibler (K-L), J-distance, L1 norm, and χ2-square divergence measures. Simulation studies are performed and experimental results are illustrated based on a real malignant melanoma data. 相似文献
103.
In this paper, a new generalization of alpha-skew-normal distribution is considered. Some properties of this distribution, which is denoted by GASN(α, λ), including moments, maximum likelihood estimation of parameters, and some other properties are studied. Finally, using a real data set, we show that our new distribution is the best-fitted distribution for the used data among normal, skew normal, alpha-skew-normal, and skew-bimodal-normal distributions. 相似文献
104.
Ehab F. Abd-Elfattah 《统计学通讯:模拟与计算》2017,46(6):4274-4280
Many nonparametric tests in one sample problem, matched pairs, and competingrisks under censoring have the same underlying permutation distribution. This article proposes a saddlepoint approximation to the exact p-values of these tests instead of the asymptotic approximations. The performance of the saddlepoint approximation is assessed by using simulation studies that show the superiority of the saddlepoint methods over the asymptotic approximations in several settings. The use of the saddlepoint to approximate the p-values of class of two sample tests under complete randomized design is also discussed. 相似文献
105.
M. Hermanns 《Journal of Statistical Computation and Simulation》2017,87(3):607-630
Point and interval estimators for the scale parameter of the component lifetime distribution of a k-component parallel system are obtained when the component lifetimes are assumed to be independently and identically exponentially distributed. We prove that the maximum likelihood estimator of the scale parameter based on progressively Type-II censored system lifetimes is unique and can be obtained by a fixed-point iteration procedure. In particular, we illustrate that the Newton–Raphson method does not converge for any initial value. Furthermore, exact confidence intervals are constructed by a transformation using normalized spacings and other component lifetime distributions including Weibull distribution are discussed. 相似文献
106.
In most of the existing specialized literature, monitoring regression models are a special case of profile monitoring. However, not every regression model always represents appropriately a profile data structure. This is clearly the case of the Weibull regression model (WRM) with common shape parameter γ. Even though it might be thought that existing methodologies (especially likelihood-ratio (LRT)-based methods) for monitoring generalized linear profiles can also be successfully applied to monitoring regression models with time-to-event response, it will be shown in this paper that those methodologies work fairly acceptable just for data structures with 1000 observations at least approximately. It was found out that some corrections, often referred to as Bartlett's adjustments, are needed to be implemented in order to improve the accuracy of using the asymptotic distributional properties of the LRT statistic for carrying out the monitoring of WRM with relatively small and moderate dimensions of the available datasets. Simulation studies suggest that the use of the aforementioned corrections make the resulting charts work quite acceptable when available data structures contain 30 observations at least. Detection abilities of the proposed schemes improve as dataset dimension increases. 相似文献
107.
利用1989-2009年间CHNS调查数据,对江苏省居民个人的收入流动性进行了经验分析,研究发现:(1)尽管在1997-2000年间居民个人收入流动性略有上升,但是整体上考察期内江苏省居民个人的收入流动性呈现出不断下降且趋于稳定的趋势特征;(2)中间阶层的居民较最穷和最富两个收入阶层具有更高的收入流动性;(3)农村居民个人收入流动性始终大于同时段城镇居民个人收入流动性;(4)1993年以后收入流动性不利于江苏省居民个人收入地位的改善,收入顶层居民的收入地位固定化趋势较为明显,同时江苏省尚未形成一个较为稳定的中等收入阶层.最后,本文指出江苏省应将提高居民收入流动性和培育中等收入阶层作为政策的着力点. 相似文献
108.
世界银行2005年发展报告显示,中国的基尼系数按由低到高排名第85位,2007年达到了0.48,超过了国际上0.4的警戒线。本文对中国1994—2007年的相关统计资料进行实证分析,以验证税收、转移支付和教育与收入分配差距之间遵从的演变路径,探讨了城乡转移支付对收入分配差距的影响力度,得出结论:教育和税收能缩小收入分配差距,但影响有限;现行的社会保障制度并没有实现制度上的公平,农村社保制度对收入差距的负面影响远大于城市社保制度。 相似文献
109.
110.
In this article, we consider the prediction of future failure times based on Type-I hybrid censored samples. Point predictors and prediction intervals using different procedures are discussed for a general model. The exponential and Rayleigh distributions are used as illustrative examples to show the most simplified forms of the so obtained predictors as well as prediction intervals. Intensive simulation study and a real life dataset are presented to illustrate our findings and results. 相似文献