右删失情形下平均生存时间的加权Bootstrap推断

赵树然;徐兴忠;丁晓波

系统科学与数学 ›› 2009, Vol. 29 ›› Issue (5) : 598-607.

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中国科学院数学与系统科学研究院期刊网
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系统科学与数学 ›› 2009, Vol. 29 ›› Issue (5) : 598-607. DOI: 10.12341/jssms08398
论文

右删失情形下平均生存时间的加权Bootstrap推断

    赵树然(1), 徐兴忠(2), 丁晓波(3)
作者信息 +

Weighted Bootstrap Mean for Right Censored Data

    ZHAO Shuran(1), XU Xingzhong(2), DING Xiaobo(3)
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摘要

在右删失情形下,基于一类合成数据,采用加权Bootstrap方法获得了平均生存时间的加权Bootstrap估计及其加权Bootstrap分布,并就权重是否独立两种情形, 证明了此估计的相合性及此分布近似的有效性.基于此, 构造了平均生存时间的置信区间. 在数值模拟中, 取权为Dirichlet
(n;1,⋯,1), 并从覆盖概率和区间长度角度, 比较了加权Bootstrap 和渐近正态逼近产生的置信区间.

Abstract

In the context of the randomly right censure, weighted bootstrap method is used to get the weighted bootstrap estimate of the mean survival time based on a class of synthetic data, together with the weighted bootstrap versions to the
sample distribution of the synthetic data. Under general choices of random weights and certain regulation conditions, the weak consistencies of the estimate and the validity of such distribution approximations are established. From here, the asymptotic confidence interval for the mean survival time is constructed.

关键词

加权Bootstrap / 右删失数据 / 平均生存时间 / 置信区间.

Key words

Weighted bootstrap / randomly right censored data / mean survival time / confidence interval.

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赵树然 , 徐兴忠 , 丁晓波. 右删失情形下平均生存时间的加权Bootstrap推断. 系统科学与数学, 2009, 29(5): 598-607. https://doi.org/10.12341/jssms08398
ZHAO Shuran , XU Xingzhong , DING Xiaobo. Weighted Bootstrap Mean for Right Censored Data. Journal of Systems Science and Mathematical Sciences, 2009, 29(5): 598-607 https://doi.org/10.12341/jssms08398
中图分类号： 62N99   
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