A BIVARIATE GENERALIZED EXPONENTIAL DISTRIBUTION DERIVED FROM COPULA FUNCTIONS IN THE PRESENCE OF CENSORED DATA AND COVARIATES
| Autor: | Mário Hissamitsu Tarumoto, Leandro Fernandes Coladello, Fernando Antonio Moala, Jorge Alberto Achcar |
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| Přispěvatelé: | Universidade Estadual Paulista (Unesp), Universidade de São Paulo (USP) |
| Jazyk: | angličtina |
| Rok vydání: | 2015 |
| Předmět: |
Exponential distribution
lcsh:Mathematics Bayesian analysis Markov chain Monte Carlo Bivariate analysis Management Science and Operations Research covariates lcsh:QA1-939 copula function Copula (probability theory) Statistics::Computation symbols.namesake Bivariate generalized exponential distribution Statistics Gamma distribution symbols Applied mathematics Statistics::Methodology censored data Natural exponential family Parametric statistics Weibull distribution Mathematics |
| Zdroj: | Pesquisa Operacional, Volume: 35, Issue: 1, Pages: 165-186, Published: APR 2015 Pesquisa Operacional v.35 n.1 2015 Pesquisa operacional Sociedade Brasileira de Pesquisa Operacional (SOBRAPO) instacron:SOBRAPO Scopus Repositório Institucional da UNESP Universidade Estadual Paulista (UNESP) instacron:UNESP Pesquisa Operacional, Vol 35, Iss 1, Pp 165-186 (2015) |
| ISSN: | 0101-7438 |
| Popis: | Made available in DSpace on 2018-12-11T17:25:06Z (GMT). No. of bitstreams: 0 Previous issue date: 2015-01-01. Added 1 bitstream(s) on 2019-10-09T18:32:06Z : No. of bitstreams: 1 S0101-74382015000100165.pdf: 863197 bytes, checksum: 3c1dc38cf52f6d192d0aaa22662efe11 (MD5) In this paper, we introduce a Bayesian analysis for a bivariate generalized exponential distribution in the presence of censored data and covariates derived from Copula functions. The generalized exponential distribution could be a good alternative to analyze lifetime data in comparison to usual existing parametric lifetime distributions as Weibull or Gamma distributions. We have being using standard existing MCMC (Markov Chain Monte Carlo) methods to simulate samples for the joint posterior of interest. Two examples are introduced to illustrate the proposed methodology: an example with simulated bivariate lifetime data and an example with a real lifetime data set. Departamento de Matemática, Estatística e Computação, UNESP, Universidade Estadual Paulista Departamento de Medicina Social, FMRP, Universidade de São Paulo, Avenida Bandeirantes, 3900 Departamento de Matemática, Estatística e Computação, UNESP, Universidade Estadual Paulista |
| Databáze: | OpenAIRE |
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