A new semi-parametric family of probability distributions for survival analysis
Methodology
2011-07-21 v1
Abstract
In the context of survival analysis, Marshall and Olkin (1997) introduced families of distributions by adding a scalar parameter to a given survival function, parameterized or not. In that paper, we generalize their approach. We show how it is possible to add more than a single parameter to a given distribution. We then introduce very flexible families of distributions for which we calculate some moments. Notably, we give some tractable expressions of these moments when the given baseline distribution is Log-logistic. Finally, we demonstrate how to generate sample from these new families.
Keywords
Cite
@article{arxiv.1107.3960,
title = {A new semi-parametric family of probability distributions for survival analysis},
author = {Damien Bousquet and Jean-Pierre Daurès and Jean-Michel Marin},
journal= {arXiv preprint arXiv:1107.3960},
year = {2011}
}