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Log-location-scale-log-concave distributions for survival and reliability analysis
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Jones, M. C. and Noufaily, Angela (2015) Log-location-scale-log-concave distributions for survival and reliability analysis. Electronic Journal of Statistics, 9 (2). pp. 2732-2750. doi:10.1214/15-EJS1089 ISSN 1935-7524.
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Official URL: http://dx.doi.org/10.1214/15-EJS1089
Abstract
We consider a novel sub-class of log-location-scale models for survival and reliability data formed by restricting the density of the underlying location-scale distribution to be log-concave. These models display a number of attractive properties. We particularly explore the shapes of the hazard functions of these, LLSLC, models. A relatively elegant, if partial, theory of hazard shape arises under a further minor constraint on the hazard function of the underlying log-concave distribution. Perhaps the most useful LLSLC models are contained in a class of three-parameter distributions which allow constant, increasing, decreasing, bathtub and upside-down bathtub shapes for their hazard functions.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Medicine > Warwick Medical School > Health Sciences Faculty of Science, Engineering and Medicine > Medicine > Warwick Medical School > Health Sciences > Statistics and Epidemiology Faculty of Science, Engineering and Medicine > Medicine > Warwick Medical School |
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Journal or Publication Title: | Electronic Journal of Statistics | ||||
Publisher: | Institute of Mathematical Statistics | ||||
ISSN: | 1935-7524 | ||||
Official Date: | 2015 | ||||
Dates: |
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Volume: | 9 | ||||
Number: | 2 | ||||
Page Range: | pp. 2732-2750 | ||||
DOI: | 10.1214/15-EJS1089 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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