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The total time on test statistic and age-dependent censoring

Author

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  • Cooke, Roger M.

Abstract

It is known that observations from any censored life (or competing risk) process can be described by a random censoring (or independent risk) model. On the other hand it is impossible to verify that the censoring is really random. A class of age-dependent censoring processes are defined and the class of corresponding subsurvival functions is described. Exponential life variables censored by independent variables can also be described by age-dependent censoring models if the censoring variable is DFR. The total time on test statistic consistently estimates the expected life of an exponential life variable under random right censoring. If the censoring is age-dependent, the Total Time on Test statistic will severly overestimate the expected life of the variable of interest. Care should be taken to motivate the application of the total time on test statistic in such situations.

Suggested Citation

  • Cooke, Roger M., 1993. "The total time on test statistic and age-dependent censoring," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 307-312, November.
  • Handle: RePEc:eee:stapro:v:18:y:1993:i:4:p:307-312
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    Cited by:

    1. Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven, 2017. "The Vine Philosopher: An interview with Roger Cooke," Dependence Modeling, De Gruyter, vol. 5(1), pages 256-267, December.
    2. Ebrahimi, Nader & Spizzichino, Fabio, 1997. "Some results on normalized total time on test and spacings," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 231-243, December.
    3. T Bedford & B M Alkali, 2009. "Competing risks and opportunistic informative maintenance," Journal of Risk and Reliability, , vol. 223(4), pages 363-372, December.
    4. Nappo, G. & Spizzichino, F., 1998. "Ordering properties of the TTT-plot of lifetimes with Schur joint densities," Statistics & Probability Letters, Elsevier, vol. 39(3), pages 195-203, August.
    5. Beate Sildnes & Bo Henry Lindqvist, 2018. "Modeling of semi-competing risks by means of first passage times of a stochastic process," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 24(1), pages 153-175, January.

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