A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other
Bedford, Tim ; Meilijson, Isaac
Ann. Statist., Tome 25 (1997) no. 6, p. 1622-1645 / Harvested from Project Euclid
It is well known that the joint distribution of a pair of lifetime variables $X_1$ and $X_2$ which right censor each other cannot be specified in terms of the subsurvival functions $$P(X_2 > X_1 > x), \quad P(X_1 > X_2 > x)$ \quad \text{and} \quad $P(X_1 = X_2 > x)$$ without additional assumptions such as independence of $X_1$ and $X_2$. For many practical applications independence is an unacceptable assumption, for example, when $X_1$ is the lifetime of a component subjected to maintenance and $X_2$ is the inspection time. Peterson presented lower and upper bounds for the marginal distributions of $X_1$ and $X_2$, for given subsurvival functions. These bounds are sharp under nonatomicity conditions. Surprisingly, not every pair of distribution functions between these bounds provides a feasible pair of marginals. Crowder recognized that these bounds are not functionally sharp and restricted the class of functions containing all feasible marginals. In this paper we give a complete characterization of the possible marginal distributions of these variables with given sub-survival functions, without any assumptions on the underlying joint distribution of $X_1, X_2$. Furthermore, a statistical test for an hypothesized marginal distribution of $(X_1$ based on the empirical subsurvival functions is developed. ¶ The characterization is generalized from two to any number of variables.
Publié le : 1997-08-14
Classification:  Competing risk,  dependent censoring,  identifiability,  survival analysis,  Kolmogorov-Smirnov test,  62E15,  62G15,  62N05,  90C39
@article{1031594734,
     author = {Bedford, Tim and Meilijson, Isaac},
     title = {A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other},
     journal = {Ann. Statist.},
     volume = {25},
     number = {6},
     year = {1997},
     pages = { 1622-1645},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1031594734}
}
Bedford, Tim; Meilijson, Isaac. A characterization of marginal distributions of (possibly dependent) lifetime variables which right censor each other. Ann. Statist., Tome 25 (1997) no. 6, pp.  1622-1645. http://gdmltest.u-ga.fr/item/1031594734/