search for: salma

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2012 Sep 29
5
Generating by inverting function
Hello, I am trying to generate random survival times by inverting the function,  S(t)= exp(b*F(t)), where b is constant and F(t) is some cumulative distribution function, let say that F(t) is cdf of normal distribution or any others distributions.   as we know that S(t) has uniform distribution on  (0,1) so we can write that U= exp(b*F(t)), where U is uniform (0,1). Now to generat the time t, we
2012 Aug 29
2
Estimation parameters of lognormal censored data
Hi, I am trying to get the maximum likelihood estimator for lognormal distribution with censored data;when we have left, interval and right censord. I built my code in R, by writing the deriving of log likelihood function and using newton raphson method but my estimators were too high " overestimation", where the values exceed the 1000 in some runing of my code. is there any one can
2012 Aug 31
3
fitting lognormal censored data
Hi , I am trying to get some estimator based on lognormal distribution when we have left,interval, and right censored data. Since, there is now avalible pakage in R can help me in this, I had to write my own code using Newton Raphson method which requires first and second derivative of log likelihood but my problem after runing the code is the estimators were too high. with this email ,I provide