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Showing 2 results for Pasha
Mahmodreza Gohari, Mahmoud Mahmoudi, Kazem Mohammad, Ein Allah Pasha, Volume 1, Issue 2 (2-2008)
Abstract
Recurrent events are one type of multivariate survival data. Correlation between observations on each subject is the most important feature of this type of data. This feature does not allow using the ordinary survival models. Frailty models are one of the main approaches to the analysis of recurrent events. Ordinary Frailty models assumed the frailty is constant over time, that is not realistic in many applications. In this paper we introduce a time-dependent frailty model. The introduced model is based on piecewise semiparametric proportional hazard and frailty variable followed a Gamma distribution. The frailty variable in the model has a gamma process that is constant during each interval and has independent increments in the beginning of each interval. We found a close form function for integrated likelihood function and estimated parameters of model. The efficiency of introduced model was compared with an ordinary constant gamma model by a simulation study
Dr Shahram Mansoury, Dr Eynollah Pasha, Volume 3, Issue 2 (3-2010)
Abstract
Stochastically ordered random variables with given marginal distributions are combined into a joint distribution preserving the ordering and the marginals using a maximum entropy principle. A closed-form of the maximum entropy density function is obtained. Next we have compared the entropies of maximum entropy distributions, under two constraints The constraints are either prescription of marginal distributions and the marginals and covariance matrix.
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