Articles liés à New Classes of Multivariate Gamma Survival and Reliability...

New Classes of Multivariate Gamma Survival and Reliability Models - Couverture souple

Diawara, Norou

 
9783838311401: New Classes of Multivariate Gamma Survival and Reliability Models

Synopsis

Multivariate modeling and analysis based on the multivariate normal distribution is well established and widely used. However, when the marginal distributions have only a positive support, such as time-to-event models, that are positively skewed, often the multivariate normal theory and resulting approximations fail. Accordingly, over the last fifty years, thousands of papers have been published suggesting many ways of generating families of positive support multivariate distributions, such as gamma, Weibull and exponential. As evidenced by recent literature, this quest is still rigorously pursued even today. In this work, we provide a large and flexible class of multivariate gamma distributions that contains both absolutely continuous and discontinuous distributions on the positive hypercube support. All of these models are applicable to the area of reliability and survival modeling. Also, since this theoretical research resulted from a real world application we also provide methods for parameter estimation for a variety of applications.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Multivariate modeling and analysis based on the multivariate normal distribution is well established and widely used. However, when the marginal distributions have only a positive support, such as time-to-event models, that are positively skewed, often the multivariate normal theory and resulting approximations fail. Accordingly, over the last fifty years, thousands of papers have been published suggesting many ways of generating families of positive support multivariate distributions, such as gamma, Weibull and exponential. As evidenced by recent literature, this quest is still rigorously pursued even today. In this work, we provide a large and flexible class of multivariate gamma distributions that contains both absolutely continuous and discontinuous distributions on the positive hypercube support. All of these models are applicable to the area of reliability and survival modeling. Also, since this theoretical research resulted from a real world application we also provide methods for parameter estimation for a variety of applications.

Biographie de l'auteur

Dr. Norou Diawara is an Assistant Professor in Mathematics and Statistics Department at Old Dominion University. His research is active and his interests are in Multivariate Analysis, Modeling, Probability Theory and Estimation with applications in medical field, biology and education.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.