A flexible model based on piecewise linear approximation for the analysis of left truncated right censored data with covariates, and applications to Worcester Heart Attack Study data and Channing House data.

Left truncated right censored (LTRC) data arise quite commonly from survival studies. In this article, a model based on piecewise linear approximation is proposed for the analysis of LTRC data with covariates. Specifically, the model involves a piecewise linear approximation for the cumulative baseline hazard function of the proportional hazards model. The principal advantage of the proposed model is that it does not depend on restrictive parametric assumptions while being flexible and data-driven. Likelihood inference for the model is developed. Through detailed simulation studies, the robustness property of the model is studied by fitting it to LTRC data generated from different processes covering a wide range of lifetime distributions. A sensitivity analysis is also carried out by fitting the model to LTRC data generated from a process with a piecewise constant baseline hazard. It is observed that the performance of the model is quite satisfactory in all those cases. Analyses of two real LTRC datasets by using the model are provided as illustrative examples. Applications of the model in some practical prediction issues are discussed. In summary, the proposed model provides a comprehensive and flexible approach to model a general structure for LTRC lifetime data.

A stationary Weibull process and its applications.

In this paper we introduce a discrete-time and continuous state-space Markov stationary process {Xn;n=1,2,…}, where Xn has a two-parameter Weibull distribution, Xn's are dependent and there is a positive probability that Xn=Xn+1. The motivation came from the gold price data where there are several instances for which Xn=Xn+1. Hence, the existing methods cannot be used to analyze this data. We derive different properties of the proposed Weibull process. It is observed that the joint cumulative distribution function of Xn and Xn+1 has a very convenient copula structure. Hence, different dependence properties and dependence measures can be obtained. The maximum likelihood estimators cannot be obtained in explicit forms, we have proposed a simple profile likelihood method to compute these estimators. We have used this model to analyze two synthetic data sets and one gold price data set of the Indian market, and it is observed that the proposed model fits quite well with the data set.

Order restricted classical inference of a Weibull multiple step-stress model.

In this paper, a multiple step-stress model is designed and analyzed when the data are Type-I censored. Lifetime distributions of the experimental units at each stress level are assumed to follow a two-parameter Weibull distribution. Further, distributions under each of the stress levels are connected through a tampered failure-rate based model. In a step-stress experiment, as the stress level increases, the load on the experimental units increases and hence the mean lifetime is expected to be shortened. Taking this into account, the aim of this paper is to develop the order restricted inference of the model parameters of a multiple step-stress model based on the frequentist approach. An extensive simulation study has been carried out and two real data sets have been analyzed for illustrative purposes.

A bivariate inverse Weibull distribution and its application in complementary risks model.

In reliability and survival analysis the inverse Weibull distribution has been used quite extensively as a heavy tailed distribution with a non-monotone hazard function. Recently a bivariate inverse Weibull (BIW) distribution has been introduced in the literature, where the marginals have inverse Weibull distributions and it has a singular component. Due to this reason this model cannot be used when there are no ties in the data. In this paper we have introduced an absolutely continuous bivariate inverse Weibull (ACBIW) distribution omitting the singular component from the BIW distribution. A natural application of this model can be seen in the analysis of dependent complementary risks data. We discuss different properties of this model and also address the inferential issues both from the classical and Bayesian approaches. In the classical approach, the maximum likelihood estimators cannot be obtained explicitly and we propose to use the expectation maximization algorithm based on the missing value principle. In the Bayesian analysis, we use a very flexible prior on the unknown model parameters and obtain the Bayes estimates and the associated credible intervals using importance sampling technique. Simulation experiments are performed to see the effectiveness of the proposed methods and two data sets have been analyzed to see how the proposed methods and the model work in practice.