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Lifetime Data ?

Lifetime Data Analysis ?

Lifetime Data or Survival Lifetime


- time from diagnosis to death of a patient - time to failure of an electronic component

Lifetime Data Analysis involves


Survival Analysis Two Sample Comparison of Lifetime Lifetime Regression Models Accelerated Lifetime Analysis Etc.

- describe / model a single sample ( making inference ) - compare two or more groups ( as effect of treatments on survival time) Methods used to analysis
Parametric Analysis ( when data follow a parametric distribution ) Nonparametric Analysis

Aims of Survival Analysis are

Common Lifetime distributions


Exponential Distribution Weibull Distribution Gumbel or Extreme Value Distribution Normal Distribution Lognormal Distribution Gamma Distribution Logistic Distribution LogLogistic Distribution Pareto Distribution

Common types of sample :


Completely sample Type I censored sample Type II censored sample

Completely sample
Sample is called completely sample if all of observations (objects) in a random sample of n items are observed. If T1, T2, , Tn are iid with pdf f(t) and survivor function S(t), the joint pdf of them is

f ( t 1 , t 2 ,..., t n ) =

i =1

f (t i )

Type I censored sample


When individuals 1, 2, , n are subjected to limited periods of observation L1, L2, , Ln so that an individuals lifetime Ti is observed only if Ti Li . The data from such sample can be presented by the n pairs of random variables (ti, i), where ti = Min (Ti , Li)

1, if i = 0, if

Ti Li Ti > Li

If the Ti s are assumed iid with pdf f(t) and survivor function S(t), joint pdf of Ti s is

f (t1 , t 2 ,...,t n ) = f (ti ) S (ti )


i =1

1 i

Type II censored sample


Which only the r smallest observations in a random sample of n items are observed (1 r n). So the data consist of the r smallest lifetime T(1) , T(2) , , T(r) out of a random sample of n lifetime T1 , T2 , , Tn.

If the Ti s are assumed iid with pdf f(t) and survivor function S(t), joint pdf of T(1) , T(2) , , T(r) is

n! f (t(1) ,t(2) ,...,t(r) ) = f (t(1) ) f (t(2) )Lf (t(r) ) S(t(r) )nr (n r)!

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