You are here

Frequentist Performance of Some Bayesian Confidence Intervals for the Survival Function

Title: The Frequentist Performance of Some Bayesian Confidence Intervals for the Survival Function.
Name(s): Tao, Yingfeng, author
Huffer, Fred, professor directing thesis
Okten, Giray, university representative
Sinha, Debajyoti, committee member
Niu, Xufeng, committee member
Department of Statistics, degree granting department
Florida State University, degree granting institution
Type of Resource: text
Genre: Text
Issuance: monographic
Date Issued: 2013
Publisher: Florida State University
Place of Publication: Tallahassee, Florida
Physical Form: computer
online resource
Extent: 1 online resource
Language(s): English
Abstract/Description: Estimation of a survival function is a very important topic in survival analysis with contributions from many authors. This dissertation considers estimation of confidence intervals for the survival function based on right censored or interval-censored survival data. Most of the methods for estimating pointwise confidence intervals and simultaneous confidence bands of the survival function are reviewed in this dissertation. In the right-censored case, almost all confidence intervals are based in some way on the Kaplan-Meier estimator first proposed by Kaplan and Meier (1958) and widely used as the nonparametric estimator in the presence of right-censored data. For interval-censored data, the Turnbull estimator (Turnbull (1974)) plays a similar role. For a class of Bayesian models involving Dirichlet priors, Doss and Huffer (2003) suggested several simulation techniques to approximate the posterior distribution of the survival function by using Markov chain Monte Carlo or sequential importance sampling. These techniques lead to probability intervals for the survival function (at arbitrary time points) and its quantiles for both the right-censored and interval-censored cases. This dissertation will examine the frequentist properties and general performance of these probability intervals when the prior is non-informative. Simulation studies will be used to compare these probability intervals with other published approaches. Extensions of the Doss-Huffer approach are given for constructing simultaneous confidence bands for the survival function and for computing approximate confidence intervals for the survival function based on Edgeworth expansions using posterior moments. The performance of these extensions is studied by simulation.
Identifier: FSU_migr_etd-7624 (IID)
Submitted Note: A Dissertation submitted to the Department of Statistics in partial fulfillment of the requirements for the degree of Doctor of Philosophy.
Degree Awarded: Summer Semester, 2013.
Date of Defense: May 13, 2013.
Keywords: Bayesian, Confidence interval, Survival function
Bibliography Note: Includes bibliographical references.
Advisory Committee: Fred Huffer, Professor Directing Thesis; Giray Okten, University Representative; Debajyoti Sinha, Committee Member; Xufeng Niu, Committee Member.
Subject(s): Statistics
Persistent Link to This Record:
Owner Institution: FSU

Choose the citation style.
Tao, Y. (2013). The Frequentist Performance of Some Bayesian Confidence Intervals for the Survival Function. Retrieved from