This thesis demonstrates the possible cutoff sample size point that balances goodness of es-timation and study expenditure by a practical cancer case. As it is crucial to determine the sample size in designing an experiment, researchers attempt to find the suitable sample size that achieves desired power and budget efficiency at the same time. The thesis shows how simulation can be used for sample size and precision calculations with survival data. The pre-sentation concentrates on the simulation involved in carrying out the estimates and precision calculations. The Kaplan-Meier estimator and the Cox regression coefficient are chosen as point estimators, and the precision measurements focus on the mean square error and the stan-dard error.

Using data from Hedge Fund Research, Inc. (HFR), this study adapts and expands on existing methods in survival analysis in an attempt to investigate whether hedge funds mortality can be predicted on the basis of certain hedge funds characteristics. The main idea is to determine the characteristics which contribute the most to the survival and failure probabilities of hedge funds and interpret them. We establish hazard models with time-independent covariates, as well as time-varying covariates to interpret the selected hedge funds characteristics. Our results show that size, age, performance, strategy, annual audit, fund offshore and fund denomination are the characteristics that best explain hedge fund failure. We find that 1% increase in performance decreases the hazard by 3.3%, the small size and the less than 5 years old hedge funds are the most likely to die and the event-driven strategy is the best to use as compare to others. The risk of death is 0.668 times lower for funds who indicated that an annual audit is performed as compared to the funds who did not indicated that an annual audit is performed. The risk of death for the offshore hedge funds is 1.059 times higher than the non-offshore hedge funds.

Thesis (Ph. D.)--University of Washington, 1997. / Vita. Includes bibliographical references (leaves [100]-103).

Thesis (PhD)(Actuarial Science) -- University of Pretoria, 2002. / Includes bibliographical references.

Thesis (Ph. D.)--Ohio State University, 2003. / Title from first page of PDF file. Document formatted into pages; contains xiv, 113 p.; also includes graphics Includes bibliographical references (p. 108-113). Available online via OhioLINK's ETD Center

Thesis (M. Phil.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 85-88).

Thesis (Ph. D.)--Rutgers University, 2008. / "Graduate Program in Statistics and Biostatistics." Includes bibliographical references (p. 50-52).

Thesis (M.Phil.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 85-88) Also available in print.

Thesis (Ph.D.)--City University of Hong Kong, 2009. / "Submitted to Department of Management Sciences in partial fulfillment of the requirement for the degree of Doctor of Philosophy." Includes bibliographical references (leaves 118-126)

Using data from Hedge Fund Research, Inc. (HFR), this study adapts and expands on existing methods in survival analysis in an attempt to investigate whether hedge funds mortality can be predicted on the basis of certain hedge funds characteristics. The main idea is to determine the characteristics which contribute the most to the survival and failure probabilities of hedge funds and interpret them. We establish hazard models with time-independent covariates, as well as time-varying covariates to interpret the selected hedge funds characteristics. Our results show that size, age, performance, strategy, annual audit, fund offshore and fund denomination are the characteristics that best explain hedge fund failure. We find that 1% increase in performance decreases the hazard by 3.3%, the small size and the less than 5 years old hedge funds are the most likely to die and the event-driven strategy is the best to use as compare to others. The risk of death is 0.668 times lower for funds who indicated that an annual audit is performed as compared to the funds who did not indicated that an annual audit is performed. The risk of death for the offshore hedge funds is 1.059 times higher than the non-offshore hedge funds.