Income modeling using Quantile Functions

Department of Statistics, Cochin University of Science and Technology

Modelling and Analysis of Recurrent Event Data with Multiple Causes

This thesis Entitled “modelling and analysis of recurrent event data with multiple causes.Survival data is a term used for describing data that measures the time to occurrence of an event.In survival studies, the time to occurrence of an event is generally referred to as lifetime.Recurrent event data are commonly encountered in longitudinal studies when individuals are followed to observe the repeated occurrences of certain events. In many practical situations, individuals under study are exposed to the failure due to more than one causes and the eventual failure can be attributed to exactly one of these causes.The proposed model was useful in real life situations to study the effect of covariates on recurrences of certain events due to different causes.In Chapter 3, an additive hazards model for gap time distributions of recurrent event data with multiple causes was introduced. The parameter estimation and asymptotic properties were discussed .In Chapter 4, a shared frailty model for the analysis of bivariate competing risks data was presented and the estimation procedures for shared gamma frailty model, without covariates and with covariates, using EM algorithm were discussed. In Chapter 6, two nonparametric estimators for bivariate survivor function of paired recurrent event data were developed. The asymptotic properties of the estimators were studied. The proposed estimators were applied to a real life data set. Simulation studies were carried out to find the efficiency of the proposed estimators.

Statistics of avalanches in martensitic transformations, II. Modelling

Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

Some concepts and models usefulninthe analysis of discrete life time data

This thesis entitled Reliability Modelling and Analysis in Discrete time Some Concepts and Models Useful in the Analysis of discrete life time data.The present study consists of five chapters. In Chapter II we take up the derivation of some general results useful in reliability modelling that involves two component mixtures. Expression for the failure rate, mean residual life and second moment of residual life of the mixture distributions in terms of the corresponding quantities in the component distributions are investigated. Some applications of these results are also pointed out. The role of the geometric,Waring and negative hypergeometric distributions as models of life lengths in the discrete time domain has been discussed already. While describing various reliability characteristics, it was found that they can be often considered as a class. The applicability of these models in single populations naturally extends to the case of populations composed of sub-populations making mixtures of these distributions worth investigating. Accordingly the general properties, various reliability characteristics and characterizations of these models are discussed in chapter III. Inference of parameters in mixture distribution is usually a difficult problem because the mass function of the mixture is a linear function of the component masses that makes manipulation of the likelihood equations, leastsquare function etc and the resulting computations.very difficult. We show that one of our characterizations help in inferring the parameters of the geometric mixture without involving computational hazards. As mentioned in the review of results in the previous sections, partial moments were not studied extensively in literature especially in the case of discrete distributions. Chapters IV and V deal with descending and ascending partial factorial moments. Apart from studying their properties, we prove characterizations of distributions by functional forms of partial moments and establish recurrence relations between successive moments for some well known families. It is further demonstrated that partial moments are equally efficient and convenient compared to many of the conventional tools to resolve practical problems in reliability modelling and analysis. The study concludes by indicating some new problems that surfaced during the course of the present investigation which could be the subject for a future work in this area.

‘Reliability Concepts in Quantile-based Analysis of Lifetime Data

Reliability analysis is a well established branch of statistics that deals with the statistical study of different aspects of lifetimes of a system of components. As we pointed out earlier that major part of the theory and applications in connection with reliability analysis were discussed based on the measures in terms of distribution function. In the beginning chapters of the thesis, we have described some attractive features of quantile functions and the relevance of its use in reliability analysis. Motivated by the works of Parzen (1979), Freimer et al. (1988) and Gilchrist (2000), who indicated the scope of quantile functions in reliability analysis and as a follow up of the systematic study in this connection by Nair and Sankaran (2009), in the present work we tried to extend their ideas to develop necessary theoretical framework for lifetime data analysis. In Chapter 1, we have given the relevance and scope of the study and a brief outline of the work we have carried out. Chapter 2 of this thesis is devoted to the presentation of various concepts and their brief reviews, which were useful for the discussions in the subsequent chapters .In the introduction of Chapter 4, we have pointed out the role of ageing concepts in reliability analysis and in identifying life distributions .In Chapter 6, we have studied the first two L-moments of residual life and their relevance in various applications of reliability analysis. We have shown that the first L-moment of residual function is equivalent to the vitality function, which have been widely discussed in the literature .In Chapter 7, we have defined percentile residual life in reversed time (RPRL) and derived its relationship with reversed hazard rate (RHR). We have discussed the characterization problem of RPRL and demonstrated with an example that the RPRL for given does not determine the distribution uniquely

Some bivariate life time models in discrete time"

The term reliability of an equipment or device is often meant to indicate the probability that it carries out the functions expected of it adequately or without failure and within specified performance limits at a given age for a desired mission time when put to use under the designated application and operating environmental stress. A broad classification of the approaches employed in relation to reliability studies can be made as probabilistic and deterministic, where the main interest in the former is to device tools and methods to identify the random mechanism governing the failure process through a proper statistical frame work, while the latter addresses the question of finding the causes of failure and steps to reduce individual failures thereby enhancing reliability. In the probabilistic attitude to which the present study subscribes to, the concept of life distribution, a mathematical idealisation that describes the failure times, is fundamental and a basic question a reliability analyst has to settle is the form of the life distribution. It is for no other reason that a major share of the literature on the mathematical theory of reliability is focussed on methods of arriving at reasonable models of failure times and in showing the failure patterns that induce such models. The application of the methodology of life time distributions is not confined to the assesment of endurance of equipments and systems only, but ranges over a wide variety of scientific investigations where the word life time may not refer to the length of life in the literal sense, but can be concieved in its most general form as a non-negative random variable. Thus the tools developed in connection with modelling life time data have found applications in other areas of research such as actuarial science, engineering, biomedical sciences, economics, extreme value theory etc.

‘Modeling and Analysis of Competing Risks Data’

there has been much research on analyzing various forms of competing risks data. Nevertheless, there are several occasions in survival studies, where the existing models and methodologies are inadequate for the analysis competing risks data. ldentifiabilty problem and various types of and censoring induce more complications in the analysis of competing risks data than in classical survival analysis. Parametric models are not adequate for the analysis of competing risks data since the assumptions about the underlying lifetime distributions may not hold well. Motivated by this, in the present study. we develop some new inference procedures, which are completely distribution free for the analysis of competing risks data.

Characterizations of Life Distributions Using Conditional Expectations of Doubly (Interval) Truncated Random Variables

In this article, we study reliability measures such as geometric vitality function and conditional Shannon’s measures of uncertainty proposed by Ebrahimi (1996) and Sankaran and Gupta (1999), respectively, for the doubly (interval) truncated random variables. In survival analysis and reliability engineering, these measures play a significant role in studying the various characteristics of a system/component when it fails between two time points. The interrelationships among these uncertainty measures for various distributions are derived and proved characterization theorems arising out of them

Some Properties of Weighted Distributions in the Context of Repairable Systems

In this article we introduce some structural relationships between weighted and original variables in the context of maintainability function and reversed repair rate. Furthermore, we prove some characterization theorems for specific models such as power, exponential, Pareto II, beta, and Pearson system of distributions using the relationships between the original and weighted random variables

Form-invariant bivariate weighted models

In this paper the class of continuous bivariate distributions that has form-invariant weighted distribution with weight function w(x1, x2) ¼ xa1 1 xa2 2 is identified. It is shown that the class includes some well known bivariate models. Bayesian inference on the parameters of the class is considered and it is shown that there exist natural conjugate priors for the parameters