Analysis of Gamma andWeibull lifetime data under a general censoring scheme and in the presence of covariates

Bennett, Nathan and Iyer, Srikanth K and Jammalamadaka, Rao S (2017) Analysis of Gamma andWeibull lifetime data under a general censoring scheme and in the presence of covariates. In: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 46 (5). pp. 2277-2289.

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Abstract

We consider the problem of estimating the lifetime distributions of survival times subject to a general censoring scheme called ``middle censoring''. The lifetimes are assumed to follow a parametric family of distributions, such as the Gamma or Weibull distributions, and is applied to cases when the lifetimes come with covariates affecting them. For any individual in the sample, there is an independent, random, censoring interval. We will observe the actual lifetime if the lifetime falls outside of this censoring interval, otherwise we only observe the interval of censoring. This censoring mechanism, which includes both right-and left censoring, has been called ``middle censoring''(see Jammalamadaka and Mangalam, 2003). Maximum-likelihood estimation of the parameters as well as their large-sample properties are studied under this censoring scheme, including the case when covariates are available. We conclude with an application to a dataset from Environmental Economics dealing with ContingentValuation of natural resources.

Item Type:	Journal Article
Publication:	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Additional Information:	Copy right for this article belongs to the TAYLOR & FRANCIS INC, 530 WALNUT STREET, STE 850, PHILADELPHIA, PA 19106 USA
Department/Centre:	Division of Physical & Mathematical Sciences > Mathematics
Date Deposited:	07 Jan 2017 10:13
Last Modified:	07 Jan 2017 10:13
URI:	http://eprints.iisc.ac.in/id/eprint/55905

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