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研究生:沈清福
研究生(外文):Ching-Fu Sen
論文名稱:有關模擬方法的一致性及刪減區間數據的無母數統計量
論文名稱(外文):On the consistency of a simulation procedure and the construction of a non-parametric test for interval-censored data
指導教授:黎進三黎進三引用關係
指導教授(外文):Chin-San Lee
學位類別:碩士
校院名稱:國立中山大學
系所名稱:應用數學系研究所
學門:數學及統計學門
學類:數學學類
論文種類:學術論文
論文出版年:2001
畢業學年度:89
語文別:英文
論文頁數:30
中文關鍵詞:模擬秩檢定Turnbulls algorithm刪減區間
外文關鍵詞:interval-censored dataTurnbulls algorithmrank testsimulation
相關次數:
  • 被引用被引用:0
  • 點閱點閱:163
  • 評分評分:
  • 下載下載:14
  • 收藏至我的研究室書目清單書目收藏:0
在這篇論文裡,我們證明由Fay (1999) 所提出的方法來模擬刪減區間數據經由Turnbull (1974) 的演算法來估計參數,當樣本數趨近於無窮大的時候會收斂到真正的參數。我們也提出了一種無母數的檢定方法來判斷兩母體是否來自相同的分布,模擬的結果顯示所提出的檢定統計量相當不錯
In this paper, we prove that the simulation method for
interval-censored data proposed by Fay (1999) is consistent in the
sense that if we select a sample, then the estimate obtained from
Turnbulls (1974) EM algorithm will converge to the
true parameter when the sample size tends to infinity. We also
propose a non-parametric rank test for interval-censored data to
determine whether two populations come from the same distribution.
Simulation result shows that the proposed
test statistics performs pretty satisfactory.
1. Introduction
2. Turnbulls algorithm
3. Simulation of interval-censored failure time data
3.1 Simulation with the same return probability
3.2 Simulation with different return probability
3.3 Lees selection procedure
4. Proof of consistency
4.1 Proof of consistency with the same return probability
4.2 Proof of consistency with different return probability
5. An algorithm for estimating the parameter of selected probability of admissible interval
6. A weighted rank test for
interval-censored data
[1] De Gruttola, V. and Lagakos, S. (1989): Analysis of
doubly-censored survival data, with application to AIDS.
Biometrics. Vol. 45, 1-11.
[2] Finkelstein, D. M. (1986): A proportional hazard model for
interval-censored failure time data. Biometrics. Vol. 42,
845-854.
[3] Gomez, G. and Lagakos, S. W. (1994): Estimation of
the infection time and latency distribution of AIDS with doubly
censored data.
Biomertics. Vol. 50, 204-212.
[4] Lee, Chinsan (1999): An urn model in the simulation of
interval-censored failure time data. Statistics &
Probability Letters. Vol 45, 131-139.
[5] Michael P. Fay. (1999): Comparing several score tests for
interval-censored data.
Statistics in Medicine. Vol. 18, 273-285.
[6] Wei Pan (2000): A two-sample test with interval censored
data via multiple imputation. Statistics in Medicine. Vol.
19,
1-11.
[7] Sun, J. (1996): A non-parametric test for interval-censored
failure time data with application to AIDS studies.
Statistics in Medicine. Vol. 15, 1387-1395.
[8] Turnbull, B. W. (1974): Nonparamertic estimation of a
survivorship function with doubly
censored data. J. Amer. Statist. Ass. Vol. 69, 169-173.
[9] Hung-Yen Hsu (1999): The distribution of a non-parametric
test for interval failure time data. Master of science.
[10] Yu-Yu Kuo (2000): A generalization of rank tests based on
interval-censored failure time data and its application to AIDS
studies. Master of science.
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