CFP last date
20 December 2024
Reseach Article

Estimation the Hazard Rate Function using Gumbel Type 2 Kernel

by Ola A. Elsamadony, Ahmed Mattar
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 185 - Number 6
Year of Publication: 2023
Authors: Ola A. Elsamadony, Ahmed Mattar
10.5120/ijca2023922709

Ola A. Elsamadony, Ahmed Mattar . Estimation the Hazard Rate Function using Gumbel Type 2 Kernel. International Journal of Computer Applications. 185, 6 ( May 2023), 12-15. DOI=10.5120/ijca2023922709

@article{ 10.5120/ijca2023922709,
author = { Ola A. Elsamadony, Ahmed Mattar },
title = { Estimation the Hazard Rate Function using Gumbel Type 2 Kernel },
journal = { International Journal of Computer Applications },
issue_date = { May 2023 },
volume = { 185 },
number = { 6 },
month = { May },
year = { 2023 },
issn = { 0975-8887 },
pages = { 12-15 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume185/number6/32704-2023922709/ },
doi = { 10.5120/ijca2023922709 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-07T01:25:22.722508+05:30
%A Ola A. Elsamadony
%A Ahmed Mattar
%T Estimation the Hazard Rate Function using Gumbel Type 2 Kernel
%J International Journal of Computer Applications
%@ 0975-8887
%V 185
%N 6
%P 12-15
%D 2023
%I Foundation of Computer Science (FCS), NY, USA
Abstract

Survival analysis is a branch of statistics where it is a collection of statistical procedures for data analysis where the outcome variable of interest is time until an event occurs, such as failure in mechanical systems. Hazard rate estimation for the lifetime event is a basic tool for processing survival analysis. Kernel estimators are boundary effects near the endpoints of the support of the hazard rate and some solutions have been proposed to solve this problem, including the use of asymmetric kernel functions like the Gumbel type 2 kernel function. We study the non-parametric estimation of the hazard rate function using the Gumbel type 2 kernel function for identically independent data. The bias, variance and optimal bandwidth will be investigated, then AMSE of the proposed estimator were obtained.

References
  1. N. ALjayeh. On the inverse gaussian kernel estimator of the hazard rate function. The Islamic University of Gaza, 2016.
  2. H. S. Bakouch, C. Chesneau, and O. A. Elsamadony. The gumbel kernel for estimating the probability density function with application to hydrology data. Journal of Data, Information and Management, 3(4):261–269, 2021.
  3. S. X. Chen. Probability density function estimation using gamma kernels. Annals of the Institute of Statistical Mathematics, 52(3):471–480, 2000.
  4. R. A. Davis, K.-S. Lii, and D. N. Politis. Remarks on some nonparametric estimates of a density function. In Selected Works of Murray Rosenblatt, pages 95–100. Springer, 2011.
  5. A. C. Guidoum. Kernel estimator and bandwidth selection for density and its derivatives. Department of Probabilities and Statistics, University of Science and Technology, Houari Boumediene, Algeria, 2015.
  6. J. Rice and M. Rosenblatt. Estimation of the log survivor function and hazard function. Sankhy¯a: The Indian Journal of Statistics, Series A, pages 60–78, 1976.
  7. J. P. Romano. On weak convergence and optimality of kernel density estimates of the mode. The Annals of Statistics, pages 629–647, 1988.
  8. R. B. Salha. Estimating the density and hazard rate functions using the reciprocal inverse gaussian kernel. In International Conference, Matar´o (Barcelona), Spain 25-28 June 2013, number Proceedings, 15th Applied Stochastic Models and Data Analysis (ASMDA2013), 2013.
  9. R. B. Salha, H. I. El Shekh Ahmed, and I. M. Alhoubi. Hazard rate function estimation using weibull kernel. Open Journal of Statistics, 4(08), 2014.
  10. R. B. Salha, H. I. El Shekh Ahmed, and I. M. Alhoubi. Hazard rate function estimation using weibull kernel. Open Journal of Statistics, 4(08), 2014.
  11. M. P. Wand and M. C. Jones. Kernel smoothing. CRC press, 1994.
  12. W. Zucchini, A. Berzel, and O. Nenadic. Applied smoothing techniques. Part I: Kernel Density Estimation, 15:1–20, 2003.
Index Terms

Computer Science
Information Sciences

Keywords

Nonparametric estimation Kernel functions Gumbel Type 2 Bandwidth Hazard rate function