A new survival model with surviving fraction: An application to colorectal cancer data

2018 ◽  
Vol 28 (9) ◽  
pp. 2665-2680
Author(s):  
Gladys DC Barriga ◽  
Vicente G Cancho ◽  
Daniel V Garibay ◽  
Gauss M Cordeiro ◽  
Edwin MM Ortega
Keyword(s):  
Colorectal Cancer ◽  
Maximum Likelihood ◽  
Expectation Maximization Algorithm ◽  
Survival Model ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Ratio Test ◽  
Data Set ◽  
Cancer Data ◽  
Proposed Model

We propose a new survival model for lifetime data in the presence of surviving fraction and obtain some of its properties. Its genesis is based on extensions of the promotion time cure model, where an extra parameter controls the heterogeneity or dependence of an unobserved number of lifetimes. We construct a regression model to evaluate the effects of covariates in the cured fraction. We discuss inference aspects for the proposed model in a classical approach, where some maximum likelihood tools are explored. Further, an expectation maximization algorithm is developed to calculate the maximum likelihood estimates of the model parameters. We also perform an empirical study of the likelihood ratio test in order to compare the promotion time cure and the proposed models. We illustrate the usefulness of the new model by means of a colorectal cancer data set.

scholarly journals A Family of Loss Distributions with an Application to the Vehicle Insurance Loss Data

2019 ◽  
pp. 731-744 ◽  
Author(s):  
Zubair Ahmad Ahmad ◽  
Eisa Mahmoudi Mahmoudi ◽  
G. G. Hamedani
Keyword(s):  
Maximum Likelihood ◽  
Financial Risk ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Set ◽  
Loss Model ◽  
New Class ◽  
Proposed Model ◽  
Loss Distributions ◽  
Loss Data

Actuaries are often in search of nding an adequate loss model in the scenario of actuarial and financial risk management problems. In this work, we propose a new approach to obtain a new class of loss distributions. A special sub-model of the proposed family, called the Weibull-loss model isconsidered in detail. Some mathematical properties are derived and maximum likelihood estimates of the model parameters are obtained. Certain characterizations of the proposed family are also provided. A simulation study is done to evaluate the performance of the maximum likelihood estimators. Finally, an application of the proposed model to the vehicle insurance loss data set is presented.

scholarly journals A Survey Design for a Sensitive Binary Variable Correlated with Another Nonsensitive Binary Variable

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Jun-Wu Yu ◽  
Yang Lu ◽  
Guo-Liang Tian
Keyword(s):  
Cervical Cancer ◽  
Confidence Intervals ◽  
Survey Design ◽  
Expectation Maximization Algorithm ◽  
Maximum Likelihood Estimates ◽  
Binary Outcomes ◽  
Ratio Test ◽  
Binary Variable ◽  
Data Set ◽  
Cancer Data

Tian et al. (2007) introduced a so-called hidden sensitivity model for evaluating the association of two sensitive questions with binary outcomes. However, in practice, we sometimes need to assess the association between one sensitive binary variable (e.g., whether or not a drug user, the number of sex partner being⩽1 or >1, and so on) and one nonsensitive binary variable (e.g., good or poor health status, with or without cervical cancer, and so on). To address this issue, by sufficiently utilizing the information contained in the non-sensitive binary variable, in this paper, we propose a new survey scheme, called combination questionnaire design/model, which consists of a main questionnaire and a supplemental questionnaire. The introduction of the supplemental questionnaire which is indeed a design of direct questioning can effectively reduce the noncompliance behavior since more respondents will not be faced with the sensitive question. Likelihood-based inferences including maximum likelihood estimates via the expectation-maximization algorithm, asymptotic confidence intervals, and bootstrap confidence intervals of parameters of interest are derived. A likelihood ratio test is provided to test the association between the two binary random variables. Bayesian inferences are also discussed. Simulation studies are performed, and a cervical cancer data set in Atlanta is used to illustrate the proposed methods.

scholarly journals The Weibull Birnbaum-Saunders Distribution And Its Applications

2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA
Keyword(s):  
Maximum Likelihood ◽  
Estimation Method ◽  
Likelihood Estimation ◽  
Real Data ◽  
Reliability Estimation ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Sets ◽  
Proposed Model ◽  
Modeling Data

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.

scholarly journals General Results for the Transmuted Family of Distributions and New Models

2016 ◽  
Vol 2016 ◽  
pp. 1-12 ◽  
Author(s):  
Marcelo Bourguignon ◽  
Indranil Ghosh ◽  
Gauss M. Cordeiro
Keyword(s):  
Maximum Likelihood ◽  
Generating Functions ◽  
Real Data ◽  
Model Parameters ◽  
Data Set ◽  
Proposed Model ◽  
Method Of Maximum Likelihood ◽  
The Family ◽  
New Models ◽  
Family Of Distributions

The transmuted family of distributions has been receiving increased attention over the last few years. For a baselineGdistribution, we derive a simple representation for the transmuted-Gfamily density function as a linear mixture of theGand exponentiated-Gdensities. We investigate the asymptotes and shapes and obtain explicit expressions for the ordinary and incomplete moments, quantile and generating functions, mean deviations, Rényi and Shannon entropies, and order statistics and their moments. We estimate the model parameters of the family by the method of maximum likelihood. We prove empirically the flexibility of the proposed model by means of an application to a real data set.

scholarly journals Generalized Weighted Rama Distribution: Properties and Application to Model Lifetime Data

2021 ◽  
pp. 9-37
Author(s):  
Samuel U. Enogwe ◽  
Chisimkwuo John ◽  
Happiness O. Obiora-Ilouno ◽  
Chrisogonus K. Onyekwere
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Real Data ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Data Sets ◽  
Estimation Of Parameters ◽  
Data Set ◽  
Bathtub Shape ◽  
Asymptotic Confidence Intervals

In this paper, we propose a new lifetime distribution called the generalized weighted Rama (GWR) distribution, which extends the two-parameter Rama distribution and has the Rama distribution as a special case. The GWR distribution has the ability to model data sets that have positive skewness and upside-down bathtub shape hazard rate. Expressions for mathematical and reliability properties of the GWR distribution have been derived. Estimation of parameters was achieved using the method of maximum likelihood estimation and a simulation was performed to verify the stability of the maximum likelihood estimates of the model parameters. The asymptotic confidence intervals of the parameters of the proposed distribution are obtained. The applicability of the GWR distribution was illustrated with a real data set and the results obtained show that the GWR distribution is a better candidate for the data than the other competing distributions being investigated.

Multivariate generalized linear mixed models for continuous bounded outcomes: Analyzing the body fat percentage data

2021 ◽  
pp. 096228022110432
Author(s):  
Ricardo R Petterle ◽  
Henrique A Laureano ◽  
Guilherme P da Silva ◽  
Wagner H Bonat
Keyword(s):  
Maximum Likelihood ◽  
Body Fat ◽  
The Body ◽  
Model Parameters ◽  
Body Fat Percentage ◽  
Fat Percentage ◽  
Data Set ◽  
Proposed Model ◽  
Computational Implementation ◽  
The Impact

We propose a multivariate regression model to handle multiple continuous bounded outcomes. We adopted the maximum likelihood approach for parameter estimation and inference. The model is specified by the product of univariate probability distributions and the correlation between the response variables is obtained through the correlation matrix of the random intercepts. For modeling continuous bounded variables on the interval [Formula: see text] we considered the beta and unit gamma distributions. The main advantage of the proposed model is that we can easily combine different marginal distributions for the response variable vector. The computational implementation is performed using Template Model Builder, which combines the Laplace approximation with automatic differentiation. Therefore, the proposed approach allows us to estimate the model parameters quickly and efficiently. We conducted a simulation study to evaluate the computational implementation and the properties of the maximum likelihood estimators under different scenarios. Moreover, we investigate the impact of distribution misspecification in the proposed model. Our model was motivated by a data set with multiple continuous bounded outcomes, which refer to the body fat percentage measured at five regions of the body. Simulation studies and data analysis showed that the proposed model provides a general and rich framework to deal with multiple continuous bounded outcomes.

scholarly journals Parameter Estimation of a Multistate Model for an Aging Piece of Equipment under Condition-Based Maintenance

2012 ◽  
Vol 2012 ◽  
pp. 1-19 ◽  
Author(s):  
Qihong Duan ◽  
Xiang Chen ◽  
Dengfu Zhao ◽  
Zheng Zhao
Keyword(s):  
Parameter Estimation ◽  
Maximum Likelihood ◽  
Model Calculation ◽  
Expectation Maximization ◽  
Expectation Maximization Algorithm ◽  
Condition Based Maintenance ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Simulation Studies ◽  
Multistate Model

We study a multistate model for an aging piece of equipment under condition-based maintenance and apply an expectation maximization algorithm to obtain maximum likelihood estimates of the model parameters. Because of the monitoring discontinuity, we cannot observe any state's duration. The observation consists of the equipment's state at an inspection or right after a repair. Based on a proper construction of stochastic processes involved in the model, calculation of some probabilities and expectations becomes tractable. Using these probabilities and expectations, we can apply an expectation maximization algorithm to estimate the parameters in the model. We carry out simulation studies to test the accuracy and the efficiency of the algorithm.

scholarly journals Inference for One-Shot Devices with Dependent k-Out-of-M Structured Components under Gamma Frailty

Mathematics ◽  
2021 ◽  
Vol 9 (23) ◽  
pp. 3032
Author(s):  
Man-Ho Ling ◽  
Narayanaswamy Balakrishnan ◽  
Chenxi Yu ◽  
Hon Yiu So
Keyword(s):  
Maximum Likelihood ◽  
Failure Modes ◽  
Expectation Maximization Algorithm ◽  
Simulated Data ◽  
Operating Conditions ◽  
Accelerated Life Test ◽  
Maximum Likelihood Estimates ◽  
Model Parameters ◽  
Lifetime Distributions ◽  
Gamma Frailty

A device that performs its intended function only once is referred to as a one-shot device. Actual lifetimes of such kind of devices under test cannot be observed, and they are either left-censored or right-censored. In addition, one-shot devices often consist of multiple components that could cause the failure of the device. The components are coupled together in the manufacturing process or assembly, resulting in the failure modes possessing latent heterogeneity and dependence. In this paper, we develop an efficient expectation–maximization algorithm for determining the maximum likelihood estimates of model parameters, on the basis of one-shot device test data with multiple failure modes under a constant-stress accelerated life-test, with the dependent components having exponential lifetime distributions under gamma frailty that facilitates an easily understandable interpretation. The maximum likelihood estimate and confidence intervals for the mean lifetime of k-out-of-M structured one-shot device under normal operating conditions are also discussed. The performance of the proposed inferential methods is finally evaluated through Monte Carlo simulations. Three examples including Class-H failure modes data, mice data from ED01 experiment, and simulated data with four failure modes are used to illustrate the proposed inferential methods.

scholarly journals Generalized Lindley-Quasi Xgamma distribution

2021 ◽  
Vol 17 (1) ◽  
pp. 5-30
Author(s):  
S. A. Wani ◽  
S. Shafi
Keyword(s):  
Maximum Likelihood ◽  
Goodness Of Fit ◽  
Real Life ◽  
Estimation Method ◽  
Maximum Likelihood Estimates ◽  
Ratio Test ◽  
Life Data ◽  
Weight Parameter ◽  
Real Life Data ◽  
Proposed Model

Abstract We obtained a new generalization of Lindley-Quasi Xgamma distribution by adding weight parameter to it through weighting technique and have shown the flexibility of proposed model. Expression for reliability measures, order statistics, Bonferroni curves & indices, Renyi entropy along with some other important properties are derived. Maximum likelihood estimation method is put to use for estimation of unknown parameters of proposed model. Simulation study for checking the performance of maximum likelihood estimates and for model comparison is carried out. Proposed model and its related models are fitted to real life data sets and goodness of fit measure Kolmogorov statistic & p-value, loss of information criteria’s AIC, BIC, AICC & HQIC are computed through R software to check the applicability of proposed model in real life. The significance of weight parameter is also tested by using likelihood ratio test for both randomly generated data as well as real life data.

scholarly journals The Extended Marshall-Olkin Burr III Distribution: Properties and Applications

2021 ◽  
pp. 1-14
Author(s):  
Muhammad Ahsan ul Haq ◽  
Ahmed Z. Afify ◽  
Hazem Al- Mofleh ◽  
Rana Muhammad Usman ◽  
Mohammed Alqawba ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Density Function ◽  
Continuous Distribution ◽  
Real Data ◽  
Model Parameters ◽  
Data Set ◽  
Mathematical Properties ◽  
Proposed Model ◽  
Method Of Maximum Likelihood ◽  
Burr Iii Distribution

We study a new continuous distribution called the Marshall-Olkin modified Burr III distribution. The density function of the proposed model can be expressed as a mixture of modified Burr III densities. A comprehensive account of its mathematical properties is derived. The model parameters are estimated by the method of maximum likelihood. The usefulness of the derived model is illustrated over other distributions using a real data set.

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