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論文名稱 Title |
有關模擬方法的一致性及刪減區間數據的無母數統計量
On the consistency of a simulation procedure and the construction of a non-parametric test for interval-censored data |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
30 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2001-05-25 |
繳交日期 Date of Submission |
2001-06-14 |
關鍵字 Keywords |
模擬、秩檢定、Turnbulls algorithm、刪減區間 interval-censored data, Turnbulls algorithm, rank test, simulation |
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統計 Statistics |
本論文已被瀏覽 5789 次,被下載 1959 次 The thesis/dissertation has been browsed 5789 times, has been downloaded 1959 times. |
中文摘要 |
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 |
Abstract |
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. |
目次 Table of Contents |
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 |
參考文獻 References |
[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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