JSM 2012 Home

JSM 2012 Online Program

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

Online Program Home

Abstract Details

Activity Number: 18
Type: Topic Contributed
Date/Time: Sunday, July 29, 2012 : 2:00 PM to 3:50 PM
Sponsor: Quality and Productivity Section
Abstract - #305489
Title: A Simulation Study on Confidence Interval Procedures of Some Mean Cumulative Function Estimators
Author(s): Huaiqing Wu*+ and Jianying Zuo and William Q. Meeker
Companies: Iowa State University and Bank of America and Iowa State University
Address: Snedecor Hall, Ames, IA, 50011-0001, United States
Keywords: mean cumulative function ; MCF ; nonhomogeneous Poisson process ; nonparametric estimation ; recurrence data

Recurrence data are collected to study the recurrent events on biological, physical, and other systems. Quantities of interest include the mean cumulative number of events and the mean cumulative cost of events. The mean cumulative function (MCF) can be estimated with nonparametric methods or by fitting parametric models, and many procedures have been suggested to construct confidence intervals (CIs) for the MCF. This talk presents the results of a large simulation study that was designed to compare five CI procedures for both nonparametric and parametric estimation. When doing parametric estimation, we assume the power law non-homogeneous Poisson process (NHPP) model. Our results include evaluation of these procedures when they are used for window-observation recurrence data where recurrence histories of some systems are available only in observation windows with gaps in between.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2012 program

2012 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.