Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model

Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model
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位置尺度和AFT模型下双截断数据的基于似然分析

DOI:
10.1007/s00180-020-01027-6
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发表时间:
2020
影响因子:
1.3
通讯作者:
T. Emura
T. Emura
中科院分区:
数学4区
文献类型:
--
作者:
Dörre;T. Emura

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双重截断数据出现在许多领域,包括经济、工程、医学和天文学。本文发展了对数位置尺度模型和基于双截断数据的加速失效时间模型下寿命分布的似然推断方法。这些参数模型在实践中是有用的,但缺乏使这些模型适应双截断数据的方法。我们给出了这两种模型下极大似然估计的算法,并提出了几种区间估计方法。此外,我们还证明了累积分布函数的置信度带具有闭合形式的表达式。我们进行了仿真,以检验所提出方法的准确性。我们用现场可靠性研究的实际数据--设备--S数据来说明我们所提出的方法。
Doubly-truncated data arise in many fields, including economics, engineering, medicine, and astronomy. This article develops likelihood-based inference methods for lifetime distributions under the log-location-scale model and the accelerated failure time model based on doubly-truncated data. These parametric models are practically useful, but the methodologies to fit these models to doubly-truncated data are missing. We develop algorithms for obtaining the maximum likelihood estimator under both models, and propose several types of interval estimation methods. Furthermore, we show that the confidence band for the cumulative distribution function has closed-form expressions. We conduct simulations to examine the accuracy of the proposed methods. We illustrate our proposed methods by real data from a field reliability study, called the Equipment-S data.
使用双截断随机变量的故障率和平均剩余寿命识别模型
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发表时间: 2004
期刊: Statistical Papers
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DOI: --
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期刊: SpringerBriefs in Statistics
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