Exponential Distribution - Survival Analysis - Assignment, Exercises of Mathematical Statistics

Its the important key points of assignment of Survival Analysis are: Exponential Distribution, Sample, Maximum Likelihood Estimator, Parameter, Confidence Interval, First Exit Site Infection, Percutaneous Placement, Surgically Placed, Clinical Symptoms, Positive Peritoneal

Typology: Exercises

2012/2013

Uploaded on 01/11/2013

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1. You must solve this question by hand! You observed the following
sample (+ denotes right censoring):
1.2,1.8,2.0,2.1+,2.9,3.0+,3.4,4.0+,4.1,14.2
(a) Suppose that this sample comes from an exponential distribution. Find
the maximum likelihood estimator of the parameter of the exponential
distribution. Give a 95% confidence interval for that parameter.
(b) Give a 95% confidence interval for S(4) based on the exponential distri-
bution.
2. In a study designed to assess the time to first exit-site infection (in months) in
patients with renal insufficiency, 43 patients utilized a surgically placed catheter
(Group 1), and 76 patients utilized a percutaneous placement of their catheter
(Group 2). Catheter failure was the primary reason for censoring. Cutaneous
exit-site infection was defined as painful cutaneous exit site and positive cultures,
or peritonitis, defined as a presence of clinical symptoms, elevated peritoneal
dialytic fluid. elevated white blood cell count (100 white blood cells /µl with
>50% neutrophils, and positive peritoneal dialytic fluid cultures. The data are
given on my web site on WEBCT.
(a) Fit a Weibull model to data for both groups. Find the maximum estimates
of parameters, λand γ, and their standard errors.
(b) Test the hypothesis that the shape parameter γfor both groups is equal
1 by the likelihood ratio test.
(c) Find the maximum likelihood estimates and a 95% confidence interval for
the two survival functions at five months after placement of the catheter.
Compare these estimates to those obtained using the product-limit esti-
mator.
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  1. You must solve this question by hand! You observed the following sample (+ denotes right censoring):

  2. 2 , 1. 8 , 2. 0 , 2. 1 +, 2. 9 , 3. 0 +, 3. 4 , 4. 0 +, 4. 1 , 14. 2

(a) Suppose that this sample comes from an exponential distribution. Find the maximum likelihood estimator of the parameter of the exponential distribution. Give a 95% confidence interval for that parameter.

(b) Give a 95% confidence interval for S(4) based on the exponential distri- bution.

  1. In a study designed to assess the time to first exit-site infection (in months) in patients with renal insufficiency, 43 patients utilized a surgically placed catheter (Group 1), and 76 patients utilized a percutaneous placement of their catheter (Group 2). Catheter failure was the primary reason for censoring. Cutaneous exit-site infection was defined as painful cutaneous exit site and positive cultures, or peritonitis, defined as a presence of clinical symptoms, elevated peritoneal dialytic fluid. elevated white blood cell count (100 white blood cells /μl with

50% neutrophils, and positive peritoneal dialytic fluid cultures. The data are given on my web site on WEBCT.

(a) Fit a Weibull model to data for both groups. Find the maximum estimates of parameters, λ and γ, and their standard errors.

(b) Test the hypothesis that the shape parameter γ for both groups is equal 1 by the likelihood ratio test.

(c) Find the maximum likelihood estimates and a 95% confidence interval for the two survival functions at five months after placement of the catheter. Compare these estimates to those obtained using the product-limit esti- mator.

(a) Suppose T 1 , T 2 , · · · , Tn is a random sample from an exponential distribu- tion with parameter λ. Suppose all data are complete. Show that 2nμ/μˆ has an exact chi-square distribution with 2n degrees of freedom, where μ = 1/λ and ˆμ = 1/ˆλ = T

(b) Suppose T 1 , T 2 , · · · , Tn is a random sample from a two-parameter exponen- tial distribution with parameters λ and G. Suppose all data are complete and T(1) ≤ T(2) ≤ · · · ≤ T(n) are the order statistics. Find the distribution of (^) n ∑

i=

Ti − T(1)

  1. The data below present failure times, in minutes, for two types of electrical insulation in an experiment in which the insulation was subjected to a contin- uously increasing voltage stress.

Type A 46.9 28.6 98.1 43.2 95.5 12. 21.8 70.7 24.4 138.6 151.9 75. Type B 121.9 48.7 147.1 35.1 42.3 40. 219.3 79.4 86.0 150.2 21.7 18.

(a) Examine graphically whether the two sets of data might be considered to be random sample from two-parameter exponential distribution.

(b) Assuming two-parameter exponential distribution, find the maximum like- lihood estimation of parameters. Give 95% confidence intervals for the failure rate, λ, for each type.

  1. Let T be a continuous random variable with survivor function S(t). The mean residual life function m(t) is defined in assignment #1.

(a) Prove that

lim t→∞ m(t) = lim t→∞

d dt

ln f (t)

where f (t) = −S

′ (t) is the p.d.f. of T.

(b) Show that for gamma distribution m(t) → 1 /λ as t → ∞.

(c) Show that for log-normal distribution m(t) → ∞ as t → ∞.