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Inference for Birnbaum-Saunders, Laplace and Some Related Distributions under Censored DataZhu, Xiaojun 06 May 2015 (has links)
The Birnbaum-Saunders (BS) distribution is a positively skewed distribution and is a popular model for analyzing lifetime data. In this thesis, we first develop an improved method of estimation for the BS distribution and the corresponding inference. Compared to the maximum likelihood estimators (MLEs) and the modified moment estimators (MMEs), the proposed method results in estimators with smaller bias, but having the same mean squared errors (MSEs) as these two estimators. Next, the existence and uniqueness of the MLEs of the parameters of BS distribution are discussed based on Type-I, Type-II and hybrid censored samples. In the case of five-parameter bivariate Birnbaum-Saunders (BVBS) distribution, we use the distributional relationship between the bivariate normal and BVBS distributions to propose a simple and efficient method of estimation based on Type-II censored samples. Regression analysis is commonly used in the analysis of life-test data when
some covariates are involved. For this reason, we consider the regression problem based on BS and BVBS distributions and develop the associated inferential methods.
One may generalize the BS distribution by using Laplace kernel in place of the normal kernel, referred to as the Laplace BS (LBS) distribution, and it is one of the generalized Birnbaum-Saunders (GBS) distributions. Since the LBS distribution has a close relationship with the Laplace distribution, it becomes necessary to first carry out a detailed study of inference for the Laplace distribution before studying the LBS distribution. Several inferential results have been developed in the literature for the Laplace distribution based on complete samples. However, research on Type-II censored samples is somewhat scarce and in fact there is no work on Type-I censoring. For this reason, we first start with MLEs of the location and scale parameters of Laplace distribution based on Type-II and Type-I censored samples. In the case of Type-II censoring, we derive the exact joint and marginal moment generating functions (MGF) of the MLEs. Then, using these expressions, we derive the exact conditional marginal and joint density functions of the MLEs and utilize them to develop exact confidence intervals (CIs) for some life parameters of interest. In the case of Type-I censoring, we first derive explicit expressions for the MLEs of the parameters, and then derive the exact conditional joint and marginal MGFs and use them to derive the exact conditional marginal and joint density functions of the MLEs. These densities are used in turn to develop marginal and joint CIs for some quantities of interest.
Finally, we consider the LBS distribution and formally show the different kinds of shapes of the probability density function (PDF) and the hazard function. We then derive the MLEs of the parameters and prove that they always exist and are unique. Next, we propose the MMEs, which can be used as initial values in the numerical computation of the MLEs. We also discuss the interval estimation of parameters. / Thesis / Doctor of Science (PhD)
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Vizualizace biomedicinských dat v prostředí Matlab / Biomedical data visualization using MatlabZvončák, Vojtěch January 2016 (has links)
The thesis deals with the visualization of biomedical data in MATLAB environment. The thesis contains following statistical methods and their descriptions: P-P plot, Q-Q plot, histogram, box plot, kernel denstity estimation, scatter plot and several time series metrics. Some functions are programmed from buil-in functions of MATLAB and others using external functions, which are changed to fit to this thesis’s purpose. First part of the thesis conserns theoretical background, whereas the second part conserns practical programmed realizations of mentioned functions. The program contains a graphical user interface - GUI, which the thesis describes in detail. The purpose of the GUI is to ensure ease of use and also data processing. The output graphs of GUI are shown in chapter 5. The last part deals with the possible extensions of the program.
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