Advanced Search

Query:

Fill in the form and click »Search«...

Format:

Display: entries per page entries

Zbl 0951.62087
Lee, Chinsan
An urn model in the simulation of interval censored failure time data. (English)
[J] Stat. Probab. Lett. 45, No.2, 131-139 (1999). ISSN 0167-7152

Summary: A self-consistent algorithm was proposed by {\it B.W. Turnbull} [J. Am. Stat. Assoc. 69, 169-173 (1974; Zbl 0281.62044)] to estimate the distribution of $X$ on the basis of interval censored data of $X$. An interval censored $X$ means that $X$ is known either to lie inside an interval $(X_L,X_R]$, or to lie below $X_L$ or above $X_R$. The calculation of the estimates is not an easy task. In this article, an urn model is constructed to sample the random intervals and to calculate relevant probabilities. It is proved that using the interval data obtained from the urn model, consistent estimates can be obtained by using the self-consistency algorithm. A simulation example is provided to illustrate the procedure.

MSC 2000:: *62N05 Reliability, etc. (statistics)
65C60 Computational problems in statistics
62N99 Survival analysis and censored data

Keywords: urn model; interval censored data; failure time data; simulation; self-consistent algorithm

Citations: Zbl 0281.62044

Comment on this Item PDF MathML XML ASCII DVI PS BibTeX Online Ordering Article Journal

	Scientific prize winners of the ICM 2010
	Overhang
	Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.

Advanced Search

Zentralblatt MATH Berlin [Germany]