A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES

Detalhes bibliográficos
Autor(a) principal: Achcar,Jorge Alberto
Data de Publicação: 2015
Outros Autores: Moala,Fernando Antônio, Tarumoto,Mario Hissamitsu, Coladello,Leandro Fernandes
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Pesquisa operacional (Online)
Texto Completo: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100165
Resumo: In this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution could be a good alternative to analyze lifetime data in comparison to usual existing parametric lifetime distributions as Weibull or Gamma distributions. We have being using standard existing MCMC (Markov Chain Monte Carlo) methods to simulate samples for the joint posterior of interest. Two examples are introduced to illustrate the proposed methodology: an example with simulated bivariate lifetime data and an example with a real lifetime data set.
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spelling A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATESBivariate generalized exponential distributioncopula functionBayesian analysiscensored datacovariatesIn this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution could be a good alternative to analyze lifetime data in comparison to usual existing parametric lifetime distributions as Weibull or Gamma distributions. We have being using standard existing MCMC (Markov Chain Monte Carlo) methods to simulate samples for the joint posterior of interest. Two examples are introduced to illustrate the proposed methodology: an example with simulated bivariate lifetime data and an example with a real lifetime data set.Sociedade Brasileira de Pesquisa Operacional2015-04-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersiontext/htmlhttp://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100165Pesquisa Operacional v.35 n.1 2015reponame:Pesquisa operacional (Online)instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)instacron:SOBRAPO10.1590/0101-7438.2015.035.01.0165info:eu-repo/semantics/openAccessAchcar,Jorge AlbertoMoala,Fernando AntônioTarumoto,Mario HissamitsuColadello,Leandro Fernandeseng2015-05-19T00:00:00Zoai:scielo:S0101-74382015000100165Revistahttp://www.scielo.br/popehttps://old.scielo.br/oai/scielo-oai.php||sobrapo@sobrapo.org.br1678-51420101-7438opendoar:2015-05-19T00:00Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)false
dc.title.none.fl_str_mv A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
title A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
spellingShingle A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
Achcar,Jorge Alberto
Bivariate generalized exponential distribution
copula function
Bayesian analysis
censored data
covariates
title_short A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
title_full A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
title_fullStr A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
title_full_unstemmed A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
title_sort A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
author Achcar,Jorge Alberto
author_facet Achcar,Jorge Alberto
Moala,Fernando Antônio
Tarumoto,Mario Hissamitsu
Coladello,Leandro Fernandes
author_role author
author2 Moala,Fernando Antônio
Tarumoto,Mario Hissamitsu
Coladello,Leandro Fernandes
author2_role author
author
author
dc.contributor.author.fl_str_mv Achcar,Jorge Alberto
Moala,Fernando Antônio
Tarumoto,Mario Hissamitsu
Coladello,Leandro Fernandes
dc.subject.por.fl_str_mv Bivariate generalized exponential distribution
copula function
Bayesian analysis
censored data
covariates
topic Bivariate generalized exponential distribution
copula function
Bayesian analysis
censored data
covariates
description In this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution could be a good alternative to analyze lifetime data in comparison to usual existing parametric lifetime distributions as Weibull or Gamma distributions. We have being using standard existing MCMC (Markov Chain Monte Carlo) methods to simulate samples for the joint posterior of interest. Two examples are introduced to illustrate the proposed methodology: an example with simulated bivariate lifetime data and an example with a real lifetime data set.
publishDate 2015
dc.date.none.fl_str_mv 2015-04-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100165
url http://old.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382015000100165
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 10.1590/0101-7438.2015.035.01.0165
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv text/html
dc.publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
publisher.none.fl_str_mv Sociedade Brasileira de Pesquisa Operacional
dc.source.none.fl_str_mv Pesquisa Operacional v.35 n.1 2015
reponame:Pesquisa operacional (Online)
instname:Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron:SOBRAPO
instname_str Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
instacron_str SOBRAPO
institution SOBRAPO
reponame_str Pesquisa operacional (Online)
collection Pesquisa operacional (Online)
repository.name.fl_str_mv Pesquisa operacional (Online) - Sociedade Brasileira de Pesquisa Operacional (SOBRAPO)
repository.mail.fl_str_mv ||sobrapo@sobrapo.org.br
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