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Missouri University of Science and Technology
<p>Confidence intervals -- Mathematical models<br />Censored observations (Statistics)<br />Method of steepest descent (Numerical analysis)</p>
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Small Sample Inference For Exponential Survival Times With Heavy Right-Censoring, Noroharivelo Volaniaina Randrianampy
Small Sample Inference For Exponential Survival Times With Heavy Right-Censoring, Noroharivelo Volaniaina Randrianampy
Doctoral Dissertations
"We develop a saddlepoint-based method and several generalized Bartholomew methods for generating confidence intervals about the rate parameter of an exponential distribution in the presence of heavy random right-censoring. Butler's conditional moment generating function formula is used to derive the relevant moment generating function for the rate parameter score function which provides access to a saddlepoint-based bootstrap method. Moment generating functions also play a key role in the generalized Bartholomew methods we develop. Since heavy censoring is assumed, the possible non-existence of the rate parameter maximum likelihood estimate (MLE) is nonignorable. The overwhelming majority of existing methods condition upon the …