Maximum likelihood estimation of ordered multinomial parameters. 2004

Nicholas P Jewell, and John D Kalbfleisch
Division of Biostatistics, School of Public Health, University of California, Berkeley, USA.

The pool adjacent violator algorithm Ayer et al. (1955, The Annals of Mathematical Statistics, 26, 641-647) has long been known to give the maximum likelihood estimator of a series of ordered binomial parameters, based on an independent observation from each distribution (see Barlow et al., 1972, Statistical Inference under Order Restrictions, Wiley, New York). This result has immediate application to estimation of a survival distribution based on current survival status at a set of monitoring times. This paper considers an extended problem of maximum likelihood estimation of a series of 'ordered' multinomial parameters p(i)= (p(1i),p(2i),.,p(mi)) for 1 <or=i <ro=k, where ordered means that p(j1) <or=p(j2) <or=<or=p(jk) for each j with 1 <or=j <or=m-1. The data consist of k independent observations X(1),., X(k) where X(i) has a multinomial distribution with probability parameter p(i) and known index n(i)\geq 1. By making use of variants of the pool adjacent violator algorithm, we obtain a simple algorithm to compute the maximum likelihood estimator of p(1),., p(k), and demonstrate its convergence. The results are applied to nonparametric maximum likelihood estimation of the sub-distribution functions associated with a survival time random variable with competing risks when only current status data are available (Jewell et al. 2003, Biometrika, 90, 183-197).

UI MeSH Term Description Entries
D008593 Menopause The last menstrual period. Permanent cessation of menses (MENSTRUATION) is usually defined after 6 to 12 months of AMENORRHEA in a woman over 45 years of age. In the United States, menopause generally occurs in women between 48 and 55 years of age. Change of Life, Female
D003198 Computer Simulation Computer-based representation of physical systems and phenomena such as chemical processes. Computational Modeling,Computational Modelling,Computer Models,In silico Modeling,In silico Models,In silico Simulation,Models, Computer,Computerized Models,Computer Model,Computer Simulations,Computerized Model,In silico Model,Model, Computer,Model, Computerized,Model, In silico,Modeling, Computational,Modeling, In silico,Modelling, Computational,Simulation, Computer,Simulation, In silico,Simulations, Computer
D005260 Female Females
D006801 Humans Members of the species Homo sapiens. Homo sapiens,Man (Taxonomy),Human,Man, Modern,Modern Man
D000367 Age Factors Age as a constituent element or influence contributing to the production of a result. It may be applicable to the cause or the effect of a circumstance. It is used with human or animal concepts but should be differentiated from AGING, a physiological process, and TIME FACTORS which refers only to the passage of time. Age Reporting,Age Factor,Factor, Age,Factors, Age
D000465 Algorithms A procedure consisting of a sequence of algebraic formulas and/or logical steps to calculate or determine a given task. Algorithm
D016013 Likelihood Functions Functions constructed from a statistical model and a set of observed data which give the probability of that data for various values of the unknown model parameters. Those parameter values that maximize the probability are the maximum likelihood estimates of the parameters. Likelihood Ratio Test,Maximum Likelihood Estimates,Estimate, Maximum Likelihood,Estimates, Maximum Likelihood,Function, Likelihood,Functions, Likelihood,Likelihood Function,Maximum Likelihood Estimate,Test, Likelihood Ratio
D016019 Survival Analysis A class of statistical procedures for estimating the survival function (function of time, starting with a population 100% well at a given time and providing the percentage of the population still well at later times). The survival analysis is then used for making inferences about the effects of treatments, prognostic factors, exposures, and other covariates on the function. Analysis, Survival,Analyses, Survival,Survival Analyses

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