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                                       Details van artikel 14 van 17 gevonden artikelen
 
 
  Performance of nonparametric maximum likelihood estimator in a
 
 
Titel: Performance of nonparametric maximum likelihood estimator in a
Auteur: Song, Kyunghee K.
Weissfeld, Lisa A.
Verschenen in: Communications in statistics
Paginering: Jaargang 28 (1999) nr. 3 pagina's 637-655
Jaar: 1999
Inhoud: When the probability of selecting an individual in a population is propor­tional to its lifelength, it is called length biased sampling. A nonparametric maximum likelihood estimator (NPMLE) of survival in a length biased sam­ple is given in Vardi (1982). In this study, we examine the performance of Vardi's NPMLE in estimating the true survival curve when observations are from a length biased sample. We also compute estimators based on a linear combination (LCE) of empirical distribution function (EDF) estimators and weighted estimators. In our simulations, we consider observations from a mix­ture of two different distributions, one from F and the other from G which is a length biased distribution of F. Through a series of simulations with vari­ous proportions of length biasing in a sample, we show that the NPMLE and the LCE closely approximate the true survival curve. Throughout the sur­vival curve, the EDF estimators overestimate the survival. We also consider a case where the observations are from three different weighted distributions, Again, both the NPMLE and the LCE closely approximate the true distribu­tion, indicating that the length biasedness is properly adjusted for. Finally, an efficiency study shows that Vardi's estimators are more efficient than the EDF estimators in the lower percentiles of the survival curves.
Uitgever: Taylor & Francis
Bronbestand: Elektronische Wetenschappelijke Tijdschriften
 
 

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