Improved Methods of Hazard Rate Function Calculation Using Saddlepoint Approximations
| العنوان: | Improved Methods of Hazard Rate Function Calculation Using Saddlepoint Approximations |
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| المؤلفون: | Alya Al Mutairi |
| المصدر: | Lobachevskii Journal of Mathematics. 42:408-414 |
| بيانات النشر: | Pleiades Publishing Ltd, 2021. |
| سنة النشر: | 2021 |
| مصطلحات موضوعية: | Hazard (logic), General Mathematics, Computation, 010102 general mathematics, Hazard ratio, Function (mathematics), 01 natural sciences, Statistics::Computation, 010305 fluids & plasmas, 0103 physical sciences, Sum of normally distributed random variables, Applied mathematics, 0101 mathematics, Algebra over a field, Parametric statistics, Mathematics |
| الوصف: | In this study, we improve a saddlepoint approximation technique for calculating the hazard rate function for some complicated models such as the stopped sum of random variables. Saddlepoint approximations for the computation of survival and hazard functions are presented in parametric survival analysis. Although these approximation methods are very accurate, save time and effort, their use in hazard rate calculations has been ignored. In this study, we estimate the hazard rate function based on the Lugannani and Rice saddlepoint approximation to derive the saddlepoint density and the mass function for these complicated models. Numerical applications are provided to confirm the performance of this technique. |
| تدمد: | 1818-9962 1995-0802 |
| DOI: | 10.1134/s1995080221020165 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::2d41a763e2c6f609a1be4749f08a6cf3 https://doi.org/10.1134/s1995080221020165 |
| Rights: | CLOSED |
| رقم الانضمام: | edsair.doi...........2d41a763e2c6f609a1be4749f08a6cf3 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 18189962 19950802 |
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| DOI: | 10.1134/s1995080221020165 |