Nelson–Aalen Estimator
The Nelson–Aalen estimator is a non-parametric estimator of the cumulative hazard rate function in case of censored data or incomplete data. It is used in survival theory, reliability engineering Reliability engineering is a sub-discipline of systems engineering that emphasizes the ability of equipment to function without failure. Reliability is defined as the probability that a product, system, or service will perform its intended functi ... and life insurance to estimate the cumulative number of expected events. An "event" can be the failure of a non-repairable component, the death of a human being, or any occurrence for which the experimental unit remains in the "failed" state (e.g., death) from the point at which it changed on. The estimator is given by :\tilde(t)=\sum_\frac, with d_i the number of events at time t_i and n_i the total individuals at risk at t_i. The curvature of the Nelson–Aalen estimator gives an idea of the hazard rate shape. A concave shape i ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Nonparametric Statistics
Nonparametric statistics is a type of statistical analysis that makes minimal assumptions about the underlying distribution of the data being studied. Often these models are infinite-dimensional, rather than finite dimensional, as in parametric statistics. Nonparametric statistics can be used for descriptive statistics or statistical inference. Nonparametric tests are often used when the assumptions of parametric tests are evidently violated. Definitions The term "nonparametric statistics" has been defined imprecisely in the following two ways, among others: The first meaning of ''nonparametric'' involves techniques that do not rely on data belonging to any particular parametric family of probability distributions. These include, among others: * Methods which are ''distribution-free'', which do not rely on assumptions that the data are drawn from a given parametric family of probability distributions. * Statistics defined to be a function on a sample, without dependency on ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Hazard Rate
Survival analysis is a branch of statistics for analyzing the expected duration of time until one event occurs, such as death in biological organisms and failure in mechanical systems. This topic is called reliability theory, reliability analysis or reliability engineering in engineering, duration analysis or duration modelling in economics, and event history analysis in sociology. Survival analysis attempts to answer certain questions, such as what is the proportion of a population which will survive past a certain time? Of those that survive, at what rate will they die or fail? Can multiple causes of death or failure be taken into account? How do particular circumstances or characteristics increase or decrease the probability of survival? To answer such questions, it is necessary to define "lifetime". In the case of biological survival, death is unambiguous, but for mechanical reliability, failure may not be well-defined, for there may well be mechanical systems in which failure ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Censoring (statistics)
In statistics, censoring is a condition in which the Value (mathematics), value of a measurement or observation is only partially known. For example, suppose a study is conducted to measure the impact of a drug on mortality rate. In such a study, it may be known that an individual's age at death is ''at least'' 75 years (but may be more). Such a situation could occur if the individual withdrew from the study at age 75, or if the individual is currently alive at the age of 75. Censoring also occurs when a value occurs outside the range of a measuring instrument. For example, a bathroom scale might only measure up to 140 kg, after which it rolls over 0 and continues to count up from there. If a 160 kg individual is weighed using the scale, the observer would only know that the individual's weight is 20 modulo, mod 140 kg (in addition to 160kg, they could weigh 20kg, 300kg, 440kg, and so on). The problem of censored data, in which the observed value of some variable is partially kn ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Missing Data
In statistics, missing data, or missing values, occur when no data value is stored for the variable in an observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the data. Missing data can occur because of nonresponse: no information is provided for one or more items or for a whole unit ("subject"). Some items are more likely to generate a nonresponse than others: for example items about private subjects such as income. Attrition is a type of missingness that can occur in longitudinal studies—for instance studying development where a measurement is repeated after a certain period of time. Missingness occurs when participants drop out before the test ends and one or more measurements are missing. Data often are missing in research in economics, sociology, and political science because governments or private entities choose not to, or fail to, report critical statistics, or because the information is not avai ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Survival Analysis
Survival analysis is a branch of statistics for analyzing the expected duration of time until one event occurs, such as death in biological organisms and failure in mechanical systems. This topic is called reliability theory, reliability analysis or reliability engineering in engineering, duration analysis or duration modelling in economics, and event history analysis in sociology. Survival analysis attempts to answer certain questions, such as what is the proportion of a population which will survive past a certain time? Of those that survive, at what rate will they die or fail? Can multiple causes of death or failure be taken into account? How do particular circumstances or characteristics increase or decrease the probability of survival? To answer such questions, it is necessary to define "lifetime". In the case of biological survival, death is unambiguous, but for mechanical reliability, failure may not be well-defined, for there may well be mechanical systems in which failure ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Reliability Engineering
Reliability engineering is a sub-discipline of systems engineering that emphasizes the ability of equipment to function without failure. Reliability is defined as the probability that a product, system, or service will perform its intended function adequately for a specified period of time, OR will operate in a defined environment without failure. Reliability is closely related to availability, which is typically described as the ability of a component or system to function at a specified moment or interval of time. The ''reliability function'' is theoretically defined as the probability of success. In practice, it is calculated using different techniques, and its value ranges between 0 and 1, where 0 indicates no probability of success while 1 indicates definite success. This probability is estimated from detailed (physics of failure) analysis, previous data sets, or through reliability testing and reliability modeling. Availability, testability, maintainability, and maintenance ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Life Insurance
Life insurance (or life assurance, especially in the Commonwealth of Nations) is a contract A contract is an agreement that specifies certain legally enforceable rights and obligations pertaining to two or more parties. A contract typically involves consent to transfer of goods, services, money, or promise to transfer any of thos ... between an insurance policy holder and an insurance , insurer or assurer, where the insurer promises to pay a designated beneficiary a sum of money upon the death of an insured person. Depending on the contract, other events such as terminal illness or critical illness can also trigger payment. The policyholder typically pays a premium, either regularly or as one lump sum. The benefits may include other expenses, such as funeral expenses. Life policies are legal contracts and the terms of each contract describe the limitations of the insured events. Often, specific exclusions written into the contract limit the liability of the insurer; c ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Estimator
In statistics, an estimator is a rule for calculating an estimate of a given quantity based on Sample (statistics), observed data: thus the rule (the estimator), the quantity of interest (the estimand) and its result (the estimate) are distinguished. For example, the sample mean is a commonly used estimator of the population mean. There are point estimator, point and interval estimators. The point estimators yield single-valued results. This is in contrast to an interval estimator, where the result would be a range of plausible values. "Single value" does not necessarily mean "single number", but includes vector valued or function valued estimators. ''Estimation theory'' is concerned with the properties of estimators; that is, with defining properties that can be used to compare different estimators (different rules for creating estimates) for the same quantity, based on the same data. Such properties can be used to determine the best rules to use under given circumstances. Howeve ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Bathtub Curve
The bathtub curve is a particular shape of a failure rate graph. This graph is used in reliability engineering and deterioration modeling. The 'bathtub' refers to the shape of a line that curves up at both ends, similar in shape to a bathtub. The bathtub curve has 3 regions: #The first region has a decreasing failure rate due to early failures. #The middle region is a constant failure rate due to random failures. #The last region is an increasing failure rate due to wear-out failures. Not all products exhibit a bathtub curve failure rate. A product is said to follow the bathtub curve if in the early life of a product, the failure rate decreases as defective products are identified and discarded, and early sources of potential failure such as manufacturing defects or damage during transit are detected. In the mid-life of a product the failure rate is constant. In the later life of the product, the failure rate increases due to wearout. Many electronic consumer product life cycl ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Poisson Process
In probability theory, statistics and related fields, a Poisson point process (also known as: Poisson random measure, Poisson random point field and Poisson point field) is a type of mathematical object that consists of Point (geometry), points randomly located on a Space (mathematics), mathematical space with the essential feature that the points occur independently of one another. The process's name derives from the fact that the number of points in any given finite region follows a Poisson distribution. The process and the distribution are named after French mathematician Siméon Denis Poisson. The process itself was discovered independently and repeatedly in several settings, including experiments on radioactive decay, telephone call arrivals and actuarial science. This point process is used as a mathematical model for seemingly random processes in numerous disciplines including astronomy,G. J. Babu and E. D. Feigelson. Spatial point processes in astronomy. ''Journal of st ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Wayne Nelson (statistician)
''For the American musician, see Wayne Nelson.'' Wayne Nelson is an American statistician. His main contributions to the reliability theory are the Nelson-Aalen Estimator for lifetime data, various statistical procedures for accelerated life testing and both: nonparametric and parametric procedures for recurrent data analysis. Early life and education Nelson was born in Chicago in 1936. He studied Physics at Caltech and graduated with a Bachelor of Science in 1958. Nelson obtained a Master of Science in Physics from the University of Illinois in 1959, then a Ph.D. in statistics from the same university in 1965. Career Nelson was employed from 1965 to 1989 at General Electric R&D. He was also an adjunct professor teaching graduate courses on applications of statistics at Union College and Rensselaer Polytechnic Institute. Currently, Nelson works as a private consultant and legal expert witness in statistical analysis and modeling of data in many industries; including automo ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Odd Aalen
Odd Olai Aalen (born 6 May 1947, in Oslo) is a Norwegian statistician in the Department of Biostatistics at the Institute of Basic Medical Sciences at the University of Oslo, where he is a professor emeritus. He is the namesake of the Nelson–Aalen estimator and Aalen-Johansen estimator, used in survival analysis, reliability engineering, and life insurance to estimate the cumulative number of expected events. Life Aalen completed his examen artium in 1966 at Oslo Cathedral School before studying first mathematics and physics and then statistics in which he graduated at the University of Oslo in 1972. He completed a Ph.D. in 1995 at the University of California, Berkeley, with the dissertation ''Statistical Inference for a Family of Counting Processes'' supervised by Lucien Le Cam. Honors and awards Aalen is an elected member of the Norwegian Academy of Science and Letters. He was elected as a Fellow of the American Statistical Association Like many other academic professional s ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |