Modeling Lifetimes by a Stochastic Process Hitting a Critical Point

被引：0

作者：

Rodrigues, Josemar ^{[1
]}

Cordeiro, Gauss M. ^{[2
]}

De Castro, Mario ^{[1
]}

机构：

[1] Univ Sao Paulo, Sao Carlos, SP, Brazil

[2] Univ Fed Pernambuco, Dept Estat, Recife, PE, Brazil

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 10-12期

关键词：

Carcinogenesis process; First hitting time; Moment; Negative-Binomial distributions; Survival analysis; 62N02; GAMMA-DISTRIBUTION; FAMILY; DISTRIBUTIONS;

D O I：

10.1080/03610926.2013.844257

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

First hitting times arise naturally in survival analysis where the underlying stochastic counting process represents the strength of the health of an individual. The patient experiences a clinical endpoint when this process reaches a critical point for the first time. We propose a very flexible and unified first hitting time density function in a stochastic carcinogenesis counting process, and its mathematical properties are investigated. The Poisson and negative binomial first hitting time models are addressed and two examples with real data are presented.

引用

页码：2570 / 2580

页数：11

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