Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation
Autor(a) principal: | |
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Data de Publicação: | 2012 |
Outros Autores: | , , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/1822/20978 |
Resumo: | The hazard rate is a statistical indicator commonly used in lifetime analysis. The Birnbaum-Saunders (BS) model is a life distribution originated from a problem pertaining to material fatigue that has been applied to diverse fields. The BS model relates the total time until failure to some type of cumulative damage that is normally distributed. The generalized BS (GBS) distribution is a class of positively skewed models with lighter and heavier tails than the BS distribution. Particular cases of GBS distributions are the BS and BS-Student-t (BS-t) models. In this paper, we discuss shape and change point analyses for the hazard rate of the BS-t distribution. In addition, we evaluate the performance of the maximum likelihood and moment estimators of this change point using Monte Carlo methods. We also present an application with a real life data set useful for survival analysis, which shows the convenience of knowing such instant of change for establishing a reduction in the dose and, as a consequence, in the cost of the treatment. |
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Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimationFailure rateGeneralized Birnbaum-Saunders distributionLifetime dataLikelihood methodsMoment estimationMonte Carlo methodsScience & TechnologyThe hazard rate is a statistical indicator commonly used in lifetime analysis. The Birnbaum-Saunders (BS) model is a life distribution originated from a problem pertaining to material fatigue that has been applied to diverse fields. The BS model relates the total time until failure to some type of cumulative damage that is normally distributed. The generalized BS (GBS) distribution is a class of positively skewed models with lighter and heavier tails than the BS distribution. Particular cases of GBS distributions are the BS and BS-Student-t (BS-t) models. In this paper, we discuss shape and change point analyses for the hazard rate of the BS-t distribution. In addition, we evaluate the performance of the maximum likelihood and moment estimators of this change point using Monte Carlo methods. We also present an application with a real life data set useful for survival analysis, which shows the convenience of knowing such instant of change for establishing a reduction in the dose and, as a consequence, in the cost of the treatment.FEDER Funds- Programa Operacional Factores de Competitividade - COMPETEFundação para a Ciênciae a Tecnologia (FCT) - Project Est-C/MAT/UI0013/2011FONDECYT 1120879 grant, ChileElsevierUniversidade do MinhoAzevedo, Cecília MariaAthayde, EmiliaLeiva, VíctorBalakrishnan, N.2012-122012-12-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/20978eng0167-947310.1016/j.csda.2012.05.007info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:42:48Zoai:repositorium.sdum.uminho.pt:1822/20978Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:40:07.240545Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
title |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
spellingShingle |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation Azevedo, Cecília Maria Failure rate Generalized Birnbaum-Saunders distribution Lifetime data Likelihood methods Moment estimation Monte Carlo methods Science & Technology |
title_short |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
title_full |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
title_fullStr |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
title_full_unstemmed |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
title_sort |
Shape and change point analyses of the Birnbaum-Saunders-t hazard rate and associated estimation |
author |
Azevedo, Cecília Maria |
author_facet |
Azevedo, Cecília Maria Athayde, Emilia Leiva, Víctor Balakrishnan, N. |
author_role |
author |
author2 |
Athayde, Emilia Leiva, Víctor Balakrishnan, N. |
author2_role |
author author author |
dc.contributor.none.fl_str_mv |
Universidade do Minho |
dc.contributor.author.fl_str_mv |
Azevedo, Cecília Maria Athayde, Emilia Leiva, Víctor Balakrishnan, N. |
dc.subject.por.fl_str_mv |
Failure rate Generalized Birnbaum-Saunders distribution Lifetime data Likelihood methods Moment estimation Monte Carlo methods Science & Technology |
topic |
Failure rate Generalized Birnbaum-Saunders distribution Lifetime data Likelihood methods Moment estimation Monte Carlo methods Science & Technology |
description |
The hazard rate is a statistical indicator commonly used in lifetime analysis. The Birnbaum-Saunders (BS) model is a life distribution originated from a problem pertaining to material fatigue that has been applied to diverse fields. The BS model relates the total time until failure to some type of cumulative damage that is normally distributed. The generalized BS (GBS) distribution is a class of positively skewed models with lighter and heavier tails than the BS distribution. Particular cases of GBS distributions are the BS and BS-Student-t (BS-t) models. In this paper, we discuss shape and change point analyses for the hazard rate of the BS-t distribution. In addition, we evaluate the performance of the maximum likelihood and moment estimators of this change point using Monte Carlo methods. We also present an application with a real life data set useful for survival analysis, which shows the convenience of knowing such instant of change for establishing a reduction in the dose and, as a consequence, in the cost of the treatment. |
publishDate |
2012 |
dc.date.none.fl_str_mv |
2012-12 2012-12-01T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/1822/20978 |
url |
http://hdl.handle.net/1822/20978 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
0167-9473 10.1016/j.csda.2012.05.007 |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.publisher.none.fl_str_mv |
Elsevier |
publisher.none.fl_str_mv |
Elsevier |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
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Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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1799132945134387200 |