A Test For An Abrupt Change In Weibull Hazard Functions With Staggered Entry And Type I Censoring

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dc.contributor.authorWilliams, Matthew R.en
dc.contributor.authorKim, Dong-Yunen
dc.contributor.departmentStatisticsen
dc.date.accessioned2019-05-08T19:46:17Zen
dc.date.available2019-05-08T19:46:17Zen
dc.date.issued2010en
dc.description.abstractWe consider a test of an unknown change-point in a Weibull hazard function. We assume that data are subject to staggered entry and type I censoring. We formulate the profile log-likelihood ratio test statistic as a function of the changepoint and derive the limiting Gaussian process. From the supremum of the limiting process, we determine critical values and study the power of the test through simulation. We demonstrate this method using real data from a clinical study for the treatment of chronic granulomatous disease.en
dc.format.extent19 pagesen
dc.format.mimetypeapplication/pdfen
dc.identifier.sourceurlhttps://www.stat.vt.edu/content/dam/stat_vt_edu/graphics-and-pdfs/research-papers/Technical_Reports/TechReport10-1.pdfen
dc.identifier.urihttp://hdl.handle.net/10919/89408en
dc.language.isoenen
dc.publisherVirginia Techen
dc.relation.ispartofseriesTechnical Report No. 10-1en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subjectChange-pointen
dc.subjectGaussian processen
dc.subjecthazard functionen
dc.subjectLikelihood ratio testen
dc.subjectRayleigh distributionen
dc.subjectstaggered entryen
dc.subjecttype I censoringen
dc.titleA Test For An Abrupt Change In Weibull Hazard Functions With Staggered Entry And Type I Censoringen
dc.typeTechnical reporten
dc.type.dcmitypeTexten

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