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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/85147


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    題名: 事故傾向服從Inverse Gaussian分配時混合Weibull模式之研究
    作者: 黃(糸秀)琪
    Huang, Hsiu-Chi
    貢獻者: 陳麗霞
    Chen,Li-Shya
    黃(糸秀)琪
    Huang,Hsiu-Chi
    關鍵詞: 成群資料
    存活分析
    群內相關
    事故傾向
    Weibull迴歸模式
    Inverse Gaussian分配
    分數檢定
    Group Data
    Survival Analysis
    Within Correlation
    Frailty
    Weibull Regression Model
    Inverse Gaussian Distribution
    Score Test
    日期: 2001
    上傳時間: 2016-04-15 16:10:27 (UTC+8)
    摘要: 本篇論文主要考慮成群資料的存活分析，其特點為群內個體間具有相關性，並假定群內個體具有相同但無法觀測到的事故傾向。首先，探討事故傾向服從任一連續分配時混合Weibull迴歸模式的特性，接著，推導出事故傾向服從血Inverse Gaussian吧時之混合Weibull模式，並介紹參數的估計問題。然後，推導出群內個體是否獨立之分數檢定統計量，以分別就兩種最常見的存活資料型態一完整型態與右設限型態：檢定模式中事故傾向的效應是否存在。最後，並以實例說明分數檢定之程序。
    In this paper, we study survival analysis for grouped data, where the within group correlations are considered. It is also assumed that individuals within the same group share a common but unobservable random frailty. First, we discuss the properties of the Weibull regression model mixed by any continuous distribution. Next, we derive an Inverse Gaussan mixture of Weibull regression model, and discuss the estimation problem. Then, we derive the score test for testing independence between components within the same group, where the two most common cases are discussed the complete data case and the right censoring case. Finally, the testing procedures are illustrated by two examples.
    參考文獻: Aalen, O. O. (1994). "Effects of frailty in survival analysis." Statistical Method in Medical Research 3, 227-243.
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    Crowder, M. J. and Kimber, A. C. (1997). "A score test for the multivariate Burr and other weibull mixture distributions." Scandinavian Journal of Statistics, Theory and Applications 24, 419-432.
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    Sahu, S. K., Dey, D. K., Aslanidou, H. and Sinha, D. (1997). "A weibull regression model with gamma frailties for multivariate survival data." Lifetime Data Analysis 3, 123-137.
    Schneider, B. E. (1978). "Algorithm AS 121: Trigamma function." Applied Statistics 27, 97-99.
    Serfling, R. J. (1980). Approximation Theorems of Mathematical Statistics. John Wiley & Sons, New York.
    Tweedie, M. C. K. (1957). "Statistical properties of inverse gaussian distributions. I." The Annals of Mathematical Statistics 28, 362-377.
    Venables, W. N. and Ripley, B. D. (1994). Modern Applied Statistics with S-Plus. Springer-Verlag, New York.
    Whitmore, G. A. and Lee, M.-L. T. (1991). "A multivariate survival distribution generated by an inverse gaussian mixture of exponentials." Technometrics 33, 39-50.
    描述: 碩士
    國立政治大學
    統計學系
    87354020
    資料來源: http://thesis.lib.nccu.edu.tw/record/#A2002001360
    資料類型: thesis
    顯示於類別:[統計學系] 學位論文

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