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,...
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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) |
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left truncated and right censored dependent competing risk model Bayesian estimates order restriction prediction Mathematics QA1-939 |
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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 |