Volume 7, Issue 2 (Vol.7, No. 2, 2021)
mmr 2021, 7(2): 279-290 |
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1- Iran University of Science and Technology
2- Iran University of Science and Technology , yari@iust.ac.ir;rezvan.rezaee@gmail.com
2- Iran University of Science and Technology , yari@iust.ac.ir;rezvan.rezaee@gmail.com
Abstract: (1184 Views)
Survival analysis, and in particular survival distribution estimation, are important issues in the statistical sciences. Various parametric and nonparametric methods have been proposed to estimate the survival distribution. In this respect, the theoretical survival distributions are specified and their parameters are obtained by methods such as the maximum likelihood estimator and the Bayesian estimator and we can mention to nonparametric methods such as the Kaplan-Meier method, Cox regression and the life table. In addition, another important issue in survival analysis, especially in actuarial and biostatistics, is graduation of data for which smoothness and goodness of fit are two fundamental requirements.On the other hand, in the probability theory, there are two basic approaches to estimate probability distributions by using the concept of entropy: Maximum Entropy Principle (ME) and Minimum Kullback-Leibler Principle (MKL) or Minimum Cross Entropy Principle.
In this paper, we examine the approach of the above two optimization models to estimate survival and probability distributions, especially for the classification of the data. In these studies, in addition to investigating parametric models, in order to achieve a compromise between the conditions of smoothness and goodness of fit, we apply a new entropy optimization model by defining an objective function combined from both of the two above principles and adjusting a coefficient that is used to ensure the degree of goodness of fitting and smoothing the estimates, as well as to show their priority in the classification of the data. We use this model to estimate the mortality probability distribution, particularly the column related to the mortality probability of a certain age ( qx) in life table. Finally, with the help of this method, we set the life table for Iranian women and men in 2011../files/site1/files/72/8Abstract.pdf
In this paper, we examine the approach of the above two optimization models to estimate survival and probability distributions, especially for the classification of the data. In these studies, in addition to investigating parametric models, in order to achieve a compromise between the conditions of smoothness and goodness of fit, we apply a new entropy optimization model by defining an objective function combined from both of the two above principles and adjusting a coefficient that is used to ensure the degree of goodness of fitting and smoothing the estimates, as well as to show their priority in the classification of the data. We use this model to estimate the mortality probability distribution, particularly the column related to the mortality probability of a certain age ( qx) in life table. Finally, with the help of this method, we set the life table for Iranian women and men in 2011../files/site1/files/72/8Abstract.pdf
Keywords: Survival analysis, Information theory, Principle of maximum entropy, Principle of minimum Kullback-Liebler, Life table.
Type of Study: S |
Subject:
stat
Received: 2019/05/15 | Revised: 2021/08/7 | Accepted: 2019/11/4 | Published: 2021/09/1 | ePublished: 2021/09/1
Received: 2019/05/15 | Revised: 2021/08/7 | Accepted: 2019/11/4 | Published: 2021/09/1 | ePublished: 2021/09/1
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