Inference and optimal censoring scheme for a competing-risks model with type-II progressive censoring

ABSTRACT

For statistical inference of competing risks under type-II progressive censoring, lifetimes are modeled by an inverted exponential Rayleigh distribution, which allows the use of a non-monotonic hazard function. Maximum-likelihood estimators for all parameters exist and are unique. The Newton-Raphson algorithm and maximum stochastic expectation each provide estimates. Confidence intervals result from the Fisher matrix and the asymptotic normality of maximum-likelihood estimators. For small samples, the Bootstrap estimators of the parameters do not need to be asymptotically normal. In addition, the Monte Carlo method with the Metropolis-Hastings algorithm and importance sampling allow for Bayesian estimation, with the associated highest posterior-density intervals. The Bayesian method takes account of prior information, contrary to the frequentist method. The Bootstrap method improves the precision of the estimation, especially in the case of small sample sizes. The estimated range obtained by Bootstrap is between 20% and 60% smaller than that obtained by maximum likelihood. Frequentist and Bayesian estimations using the inverted exponentiated Rayleigh distribution under type-II progressive censoring allow for fitting empirical mouse mortality data and obtaining parameter estimates of this distribution. A quantile-dependent criterion and a quantile-independent criterion are used to determine the optimal censoring and to design the experiment.

KEYWORDS:

• Competing risks
• importance sampling
• Metropolis-Hastings
• optimal censoring scheme
• stochastic expectation maximization algorithm
• type-II progressive censoring

JEL CLASSIFCATION:

• C00
• C13
• C15

Disclosure statement

No potential conflict of interest was reported by the author(s).

Additional information

Funding

This work was partially supported by The Development Project of China Railway (No. N2022J017) and the Fund of China Academy of Railway Sciences Corporation Limited (No. 2022YJ161).