Confidence intervals of the hazard rate function for discrete distributions using mixtures

  • Authors:
  • Dimitris Karlis;Valentin Patilea

  • Affiliations:
  • Department of Statistics, Athens University of Economics, 76 Patission Str, Athens 10434, Greece;CREST-ENSAI, Campus de Ker Lann, Rue Blaise Pascal BP 37203, 35172 Bruz Cedex, France

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2007

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Abstract

The statistical models and methods for lifetime data mainly deal with continuous nonnegative lifetime distributions. However, discrete lifetimes arise in various common situations where either the clock time is not the best scale for measuring lifetime or the lifetime is measured discretely. In most settings involving lifetime data, the population under study is not homogenous. Mixture models, in particular mixtures of discrete distributions, provide a natural answer to this problem. Nonparametric mixtures of power series distributions are considered, as for instance nonparametric mixtures of Poisson laws or nonparametric mixtures of geometric laws. The mixing distribution is estimated by nonparametric maximum likelihood (NPML). Next, the NPML estimator is used to build estimates and confidence intervals for the hazard rate function of the discrete lifetime distribution. To improve the performance of the confidence intervals, a bootstrap procedure is considered where the estimated mixture is used for resampling. Various bootstrap confidence intervals are investigated and compared to the confidence intervals obtained directly from the NPML estimates.