fitype1 {bccp} | R Documentation |
Computing the Fisher information matrix under progressive type-I interval censoring scheme
Description
Computes the Fisher information matrix under progressive type-I interval censoring scheme. The Fisher information matrix is given by
I_{rs}=-E\Bigl(\frac{\partial^2 l(\Theta)}{\partial \theta_r \partial \theta_s}\Bigr),
where
l(\Theta)=\log L(\Theta) \propto \sum_{i=1}^{m}X_i \log \bigl[F(t_{i}{{;}}\Theta)-F(t_{i-1}{{;}}\Theta)\bigr]+\sum_{i=1}^{m}R_i\bigl[1-F(t_{i}{{;}}\Theta)\bigr],
in which F(.;\Theta)
is the family cumulative distribution function for \Theta=(\theta_1,\dots,\theta_k)^T
and r,s=1,\dots,k
.
Usage
fitype1(plan, param, mle, cdf.expression = FALSE, pdf.expression = TRUE, cdf, pdf
, lb = 0)
Arguments
plan |
Censoring plan for progressive type-I interval censoring scheme. It must be given as a |
param |
Vector of the of the family parameter's names. |
mle |
Vector of the maximum likelihood estimators. |
cdf.expression |
Logical. That is |
pdf.expression |
Logical. That is |
cdf |
Expression of the cumulative distribution function. |
pdf |
Expression of the probability density function. |
lb |
Lower bound of the family support. That is zero by default. |
Details
For some families of distributions whose support is the positive semi-axis, i.e., x>0
, the cumulative distribution function (cdf) may not be differentiable. In this case, the lower bound of the support of random variable, i.e., lb
that is zero by default, must be chosen some positive small value to ensure the differentiability of the cdf.
Value
Matrices that represent the expected and observed Fisher information matrices.
Author(s)
Mahdi Teimouri
References
N. Balakrishnan and E. Cramer. 2014. The art of progressive censoring. New York: Springer.
D. G. Chen and Y. L. Lio 2010. Parameter estimations for generalized exponential distribution under progressive type-I interval censoring, Computational Statistics and Data Analysis, 54, 1581-1591.
M. Teimouri 2020. Bias corrected maximum likelihood estimators under progressive type-I interval censoring scheme, Communications in Statistics-Simulation and Computation, doi.org/10.1080/036 10918.2020.1819320
Examples
data(plasma)
n <- 20
param <- c("alpha","beta")
mle <- c(0.4, 0.05)
cdf <- quote( 1-exp( beta*(1-exp( x^alpha )) ) )
pdf <- quote( exp( beta*(1-exp( x^alpha )) )*( beta*(exp( x^alpha )*(x^(alpha-1)*alpha) )) )
lb <- 0
plan <- rtype1(n = n, P = plasma$P, T = plasma$upper, param = param, mle = mle, cdf.expression
= FALSE, pdf.expression = TRUE, cdf = cdf, pdf = pdf, lb = lb)
fitype1(plan = plan, param = param, mle = mle, cdf.expression = FALSE, pdf.expression = TRUE, cdf =
cdf, pdf = pdf, lb = lb)