A new semi-parametric family of probability distributions for survival analysis

Bibliographic Details
Title: A new semi-parametric family of probability distributions for survival analysis
Authors: Bousquet, Damien, Daurès, Jean-Pierre, Marin, Jean-Michel
Publication Year: 2011
Collection: Statistics
Subject Terms: Statistics - Methodology
More Details: In the context of survival analysis, Marshall and Olkin (1997) introduced families of distributions by adding a scalar parameter to a given survival function, parameterized or not. In that paper, we generalize their approach. We show how it is possible to add more than a single parameter to a given distribution. We then introduce very flexible families of distributions for which we calculate some moments. Notably, we give some tractable expressions of these moments when the given baseline distribution is Log-logistic. Finally, we demonstrate how to generate sample from these new families.
Document Type: Working Paper
Access URL: http://arxiv.org/abs/1107.3960
Accession Number: edsarx.1107.3960
Database: arXiv
More Details
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