基于删失数据的Log-Gompertz回归模型的统计推断-论文.pdf

《基于删失数据的Log-Gompertz回归模型的统计推断-论文.pdf》由会员上传分享，免费在线阅读，更多相关内容在行业资料-天天文库。

1、第36卷第2期宁夏大学学报(自然科学版)2015年6月Vol_36No．2JournalofNingxiaUniversity(Natura1ScienceEdition)Jun．2O15文章编号：0253—2328(2015)02—0115—06StatisticalInferenceofLog。_GompertzRegressionModelwithCensoredDataChengConghua，BaiLong(1．SchoolofMathematicsandComputationScience，LingnanNormalUniversi

2、ty，Zha~iang524048，China,2．SchoolofMathematicsandComputerScience，NingxiaNormalUniversity，Guyuan756000，China)Abstract：TheGompertzdistributioniswidelyappliedinmodelinghumanmortality．Inthisarticle，theregressionmodelisdiscussed，whichisbasedonthelogarithmoftheGompertzdistribution，

3、namely，log—Gompertzdistribu—tion．Themethodofmaximumlikelihoodforestimatingthemodelparametersisstudied．Thebootstrapmethodisalsoappliedtoconstructingtheconfidenceintervalofparameters．Fordifferentparametersettings，samplesizes，censoringpercentagesandvarioussimulationstudiesarepe

4、rformedtoassesstheregressionmodels．Keywords：maximumlikelihoodestimation；censoringdata；bootstrapmethodCLCnumher：0212．1；0213．22000MR：62F10；62N01Documentcode：ATheGompertzdistributionplaysanimportanthasdrawnmuchwidespreadattention[6-8]．roleinmodelinghumanmortalityandfittingactu—

5、Inthispaper，weproposeadistributioncalledarialtables．ItwasintroducedbyGompertzE．Re—log—Gompertzdistributionanddiscussitsstatisticalcently，manyauthorshaveendeavoredtothesta—inferenceproblem．Regressionmodelscanbepro—tisticalmethodologyandcharacterizationofthisposedindifferentfo

6、rmsinsurvivalanalysis[。一．distribution．Franses[，WuandLee[，GargetThispaperexaminesaspectsofstatisticalinferencea1．[]studiedthepropertiesoftheGompertzdistribu—onmodelingintervalcensoreddatabyusingthetionandobtainedthemaximumlikelihoodestimateslog—Gompertzregressionmode1．Weexplo

7、retheoftheparameters．However，underlyingthedistribu—useofbootstrapre—samplingmethodwiththetionishighlynegativelyskewedwithathickerandLog—Gompertzregressionmodelforrightlongerlowertail，andtheGompertzdistributioncensoreddata．doesnotprovideareasonablefitfordatafoundinThepapercon

8、sistsoffoursections．Thesomepracticalapplications．Therefore，anewram—MLEsofpa