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| 右删失情形下平均生存时间的加权Bootstrap推断 | |
| 引用本文： | 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[J].系统科学与数学,2009,29(5):598-607. |
| 作者姓名： | 赵树然 徐兴忠 丁晓波 |
| 作者单位： | 1. 中国海洋大学经济学院,青岛,266100 2. 北京理工大学数学系,北京,100081 3. 中国科学院数学与系统科学研究院,北京,100190 |
| 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. |
| 关 键 词： | 加权Bootstrap 右删失数据 平均生存时间 置信区间. |
| 收稿时间： | 2007-12-3 |
| 修稿时间： | 2008-12-8 |
Weighted Bootstrap Mean for Right Censored Data |
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| ZHAO Shuran,XU Xingzhong,DING Xiaobo.Weighted Bootstrap Mean for Right Censored Data[J].Journal of Systems Science and Mathematical Sciences,2009,29(5):598-607. | |
| Authors: | ZHAO Shuran XU Xingzhong DING Xiaobo |
| Institution: | (1)Ocean University of China, School of Economics, Qingdao 266100; (2)Beijing Institute of Technology, Department of Mathematics, Beijing 100081; (3)Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190. |
| 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 thesample 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. |
| Keywords: | Weighted bootstrap randomly right censored data mean survival time confidence interval |
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