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Log-location-scale-log-concave distributions for survival and reliability analysis

Jones, M. C. and Noufaily, Angela (2015). Log-location-scale-log-concave distributions for survival and reliability analysis. Electronic Journal of Statistics, 9(2) pp. 2732–2750.

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DOI (Digital Object Identifier) Link: https://doi.org/10.1214/15-EJS1089
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Abstract

We consider a novel sub-class of log-location-scale models for survival and reliability data formed by restricting the density of the underlying location-scale distribution to be log-concave. These models display a number of attractive properties. We particularly explore the shapes of the hazard functions of these, LLSLC, models. A relatively elegant, if partial, theory of hazard shape arises under a further minor constraint on the hazard function of the underlying log-concave distribution. Perhaps the most useful LLSLC models are contained in a class of three-parameter distributions which allow constant, increasing, decreasing, bathtub and upside-down bathtub shapes for their hazard functions.

Item Type: Journal Item
ISSN: 1935-7524
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM)
Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Item ID: 45043
Depositing User: M. C. Jones
Date Deposited: 24 Dec 2015 13:14
Last Modified: 25 May 2019 05:53
URI: http://oro.open.ac.uk/id/eprint/45043
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