Change Point Test for Length-Biased Lognormal Distribution under Random Right Censoring

Mei Li, Wei Ning and Yubin Tian ()
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Mei Li: Faculty of Science, Kunming University of Scicence and Technology, Kunming 650500, China
Wei Ning: Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403, USA
Yubin Tian: School of Mathematics and Statistics, Beijing Institute of Technology, Beijing 100081, China

Mathematics, 2024, vol. 12, issue 11, 1-20

Abstract: The length-biased lognormal distribution is a length-biased version of lognormal distribution, which is developed to model the length-biased lifetime data from, for example, biological investigation, medical research, and engineering fields. Owing to the existence of censoring phenomena in lifetime data, we study the change-point-testing problem of length-biased lognormal distribution under random censoring in this paper. A procedure based on the modified information criterion is developed to detect changes in parameters of this distribution. Under the sufficient condition of the Fisher information matrix being positive definite, it is proven that the null asymptotic distribution of the test statistic follows a chi-square distribution. In order to evaluate the uncertainty of change point location estimation, a way of calculating the coverage probabilities and average lengths of confidence sets of change point location based on the profile likelihood and deviation function is proposed. The simulations are conducted, under the scenarios of uniform censoring and exponential censoring, to investigate the validity of the proposed method. And the results indicate that the proposed approach performs better in terms of test power, coverage probabilities, and average lengths of confidence sets compared to the method based on the likelihood ratio test. Subsequently, the proposed approach is applied to the analysis of survival data from heart transplant patients, and the results show that there are differences in the median survival time post-heart transplantation among patients of different ages.

Keywords: change point test; length-biased lognormal distribution; modified information criterion; random right censoring (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2024
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