Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

This question is about R programming. I am not sure what to do with the question. Could you help me? Thanks, (Exponential distribution). It is

This question is about R programming. I am not sure what to do with the question.

Could you help me?

Thanks,

image text in transcribed
(Exponential distribution). It is known that the exponential distribution enjoys a nice prop- erty called constant hazard, where the hazard function is dened as . P(thgt+At)/At ht : 1 (l m+ P(X2t) ' where X N EarpOt). You can use simulation to evaluate this problem. You can carry out the simulation by the following steps: (1) Independently generated n data from Epzc()\\). Let them be denoted by 131,332, - - - ,3\". (ii) Approximate the hazard function by _ 1 #{I,:ta:,t+At} h\") At #{I5 :13,- 2 t} 7 where 479 means the number of. To study the property, you need to choose a few different t for a given A and check whether the result is independent off. In this problem, you x At : 0.01 and choose A : 0.1, 0.05, 0.02, 0.01. For each A, you choose it = 1/(2A),1//\\,2//\\. Based on your simulation result, you need to answer whether the constant hazard property holds, and also check whether Mt) : A is also correct. This is important in statistics for cancer data

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Calculus

Authors: Laura Taalman, Peter Kohn

1st Edition

1464153035, 9781464153037

More Books

Students also viewed these Mathematics questions