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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.
A Dissertation submitted to the Department of Statistics in partial fulﬁllment of the requirements for the degree of Doctor of Philosophy.
Includes bibliographical references.
Fred Huﬀer, Professor Directing Thesis; Giray Okten, University Representative; Debajyoti Sinha, Committee Member; Xufeng Niu, Committee Member.
Florida State University
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