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A Simple, Flexible Failure Model
Author(s) -
Yu Shuiyang,
Voit Eberhard O.
Publication year - 1995
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710370509
Subject(s) - quantile , mathematics , nonlinear system , shape parameter , variable (mathematics) , hazard , computation , simple (philosophy) , scale parameter , function (biology) , accelerated failure time model , statistics , algorithm , covariate , mathematical analysis , philosophy , physics , chemistry , organic chemistry , epistemology , quantum mechanics , evolutionary biology , biology
A new failure model is introduced in the form of a four‐parameter nonlinear differential equation, with failure probability as the dependent variable and failure time as the independent variable. The first parameter characterizes the location, the second the scale, and the other two the shape of the model. The type of the accompanying hazard function is immediately read off the shape parameters. The new model approximates the classical failure models with rather high precision, but also models cases where the failure density is skewed to the left. It can be used to analyze survival data objectively, based on the shape of the failure distribution. The computation of quantiles and moments is easy and fast. Nonlinear regression methods are used to estimate parameter values.