In this work, it is proposed to use the Dagum model (Dagum, 1977) in the survival analysis. The main motivation is due to the fact that the hazard function of this model is very flexible; in fact, it is proved (Domma, 2002) that, according to the values of the parameters, the hazard function of the Dagum distribution has a decreasing, or a Upside-down Bathtub, or Bathtub and then Upside-down Bathtub failure rate. In this work we study, firstly, some features of Dagum distribution as the mean residual life, the mean waiting time function and the reversed hazard rate; secondly, the maximum likelihood estimator for censored data is presented and the elements of the information matrix are determined.
Domma, F., Zenga, M. (2007). The Dagum distribution as a survival model [Rapporto tecnico].
The Dagum distribution as a survival model
ZENGA, MARIANGELA
2007
Abstract
In this work, it is proposed to use the Dagum model (Dagum, 1977) in the survival analysis. The main motivation is due to the fact that the hazard function of this model is very flexible; in fact, it is proved (Domma, 2002) that, according to the values of the parameters, the hazard function of the Dagum distribution has a decreasing, or a Upside-down Bathtub, or Bathtub and then Upside-down Bathtub failure rate. In this work we study, firstly, some features of Dagum distribution as the mean residual life, the mean waiting time function and the reversed hazard rate; secondly, the maximum likelihood estimator for censored data is presented and the elements of the information matrix are determined.
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