Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution

In this paper, statistical inference and prediction issue of left truncated and right censored dependent competing risk data are studied. When the latent lifetime is distributed by Marshall–Olkin bivariate Rayleigh distribution, the maximum likelihood estimates of unknown parameters are established,...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Ke Wu, Liang Wang, Li Yan, Yuhlong Lio
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
Materias:
Acceso en línea:https://doaj.org/article/34f6de76be1c482bac4272531392ad3d
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
id oai:doaj.org-article:34f6de76be1c482bac4272531392ad3d
record_format dspace
spelling oai:doaj.org-article:34f6de76be1c482bac4272531392ad3d2021-11-11T18:15:51ZStatistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution10.3390/math92127032227-7390https://doaj.org/article/34f6de76be1c482bac4272531392ad3d2021-10-01T00:00:00Zhttps://www.mdpi.com/2227-7390/9/21/2703https://doaj.org/toc/2227-7390In this paper, statistical inference and prediction issue of left truncated and right censored dependent competing risk data are studied. When the latent lifetime is distributed by Marshall–Olkin bivariate Rayleigh distribution, the maximum likelihood estimates of unknown parameters are established, and corresponding approximate confidence intervals are also constructed by using a Fisher information matrix and asymptotic approximate theory. Furthermore, Bayesian estimates and associated high posterior density credible intervals of unknown parameters are provided based on general flexible priors. In addition, when there is an order restriction between unknown parameters, the point and interval estimates based on classical and Bayesian frameworks are discussed too. Besides, the prediction issue of a censored sample is addressed based on both likelihood and Bayesian methods. Finally, extensive simulation studies are conducted to investigate the performance of the proposed methods, and two real-life examples are presented for illustration purposes.Ke WuLiang WangLi YanYuhlong LioMDPI AGarticleleft truncated and right censoreddependent competing risk modelBayesian estimatesorder restrictionpredictionMathematicsQA1-939ENMathematics, Vol 9, Iss 2703, p 2703 (2021)
institution DOAJ
collection DOAJ
language EN
topic left truncated and right censored
dependent competing risk model
Bayesian estimates
order restriction
prediction
Mathematics
QA1-939
spellingShingle left truncated and right censored
dependent competing risk model
Bayesian estimates
order restriction
prediction
Mathematics
QA1-939
Ke Wu
Liang Wang
Li Yan
Yuhlong Lio
Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
description In this paper, statistical inference and prediction issue of left truncated and right censored dependent competing risk data are studied. When the latent lifetime is distributed by Marshall–Olkin bivariate Rayleigh distribution, the maximum likelihood estimates of unknown parameters are established, and corresponding approximate confidence intervals are also constructed by using a Fisher information matrix and asymptotic approximate theory. Furthermore, Bayesian estimates and associated high posterior density credible intervals of unknown parameters are provided based on general flexible priors. In addition, when there is an order restriction between unknown parameters, the point and interval estimates based on classical and Bayesian frameworks are discussed too. Besides, the prediction issue of a censored sample is addressed based on both likelihood and Bayesian methods. Finally, extensive simulation studies are conducted to investigate the performance of the proposed methods, and two real-life examples are presented for illustration purposes.
format article
author Ke Wu
Liang Wang
Li Yan
Yuhlong Lio
author_facet Ke Wu
Liang Wang
Li Yan
Yuhlong Lio
author_sort Ke Wu
title Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
title_short Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
title_full Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
title_fullStr Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
title_full_unstemmed Statistical Inference of Left Truncated and Right Censored Data from Marshall–Olkin Bivariate Rayleigh Distribution
title_sort statistical inference of left truncated and right censored data from marshall–olkin bivariate rayleigh distribution
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/34f6de76be1c482bac4272531392ad3d
work_keys_str_mv AT kewu statisticalinferenceoflefttruncatedandrightcensoreddatafrommarshallolkinbivariaterayleighdistribution
AT liangwang statisticalinferenceoflefttruncatedandrightcensoreddatafrommarshallolkinbivariaterayleighdistribution
AT liyan statisticalinferenceoflefttruncatedandrightcensoreddatafrommarshallolkinbivariaterayleighdistribution
AT yuhlonglio statisticalinferenceoflefttruncatedandrightcensoreddatafrommarshallolkinbivariaterayleighdistribution
_version_ 1718431875263889408