Search results for "Gompertz distribution"
showing 2 items of 2 documents
A multivariate Gompertz-type distribution
2009
Multivariate extensions of the Gompertz distribution are plausible models for the study of several dependent populations with a Gompertz law of growth or multivariate survival data. In this paper we introduce a multivariate distribution with univariate marginal distributions of Gompertz-type form. The new distribution is expressed in closed form and shows symmetry in the component variables. We provide explicit expressions for the first moments which are functions of the Euler constant. Specifically we develop a trivariate Gompertz-type distribution and afterwards consider the multivariate case as an immediate extension of this. The problem of estimating the parameters of the new multivaria…
Generating survival times to simulate Cox proportional hazards models
2005
Simulation studies present an important statistical tool to investigate the performance, properties and adequacy of statistical models in pre-specified situations. One of the most important statistical models in medical research is the proportional hazards model of Cox. In this paper, techniques to generate survival times for simulation studies regarding Cox proportional hazards models are presented. A general formula describing the relation between the hazard and the corresponding survival time of the Cox model is derived, which is useful in simulation studies. It is shown how the exponential, the Weibull and the Gompertz distribution can be applied to generate appropriate survival times f…