Survival and lifetime data analysis with a flexible class of distributions

Francisco J. Rubio and Yili Hong

Journal of Applied Statistics, 2016, vol. 43, issue 10, 1794-1813

Abstract: We introduce a general class of continuous univariate distributions with positive support obtained by transforming the class of two-piece distributions. We show that this class of distributions is very flexible, easy to implement, and contains members that can capture different tail behaviours and shapes, producing also a variety of hazard functions. The proposed distributions represent a flexible alternative to the classical choices such as the log-normal, Gamma, and Weibull distributions. We investigate empirically the inferential properties of the proposed models through an extensive simulation study. We present some applications using real data in the contexts of time-to-event and accelerated failure time models. In the second kind of applications, we explore the use of these models in the estimation of the distribution of the individual remaining life.

Date: 2016
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Citations: View citations in EconPapers (4)

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DOI: 10.1080/02664763.2015.1120710

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