STAT 5454 Reliability and Survival Analysis

Fall 2012

Homework 2 Solutions
1. [KM] Exercises 3.1, 3.2, 3.3, 3.4
3.1
(a) Here the censoring on the right. The censoring time is xed and is dierent for
dierent subjects. Thus it is generalized Type I right censoring.
(b) The same reason as (a). It is generalized Type I right censoring.
3.2 The event we interested here is breast cancer. The appropriate time scale is age
because the goal is to assess the age at which individuals developed breast cancer.
Denote the age when the individual developed breast cancer by T . Denote the age the
individual enrolled in the study by L. Because those individuals enrolled in the study
were all disease free, which means T > L. An individual was enrolled in the study if
and only if T > L. Thus, we have left truncation for all of the individuals in the
study. In addition,
(a) Right censoring, L = 30, T > 60
(b) Interval censoring, L = 40, 52 T 55
(c) Random censoring, L = 50, T > 61
(d) Random censoring, L = 42, T > 55
(e) The likelihood is
S(60) S(52) S(55) S(61) S(55)

.
S(30)
S(40)
S(50) S(42)
3.3
(a) Here we know the event occurred before 42 days but dont know exactly when.
Thus it is left censored at 42 days.
(b) This is a typical Type I right censoring at 140 days.

STAT 5454 Reliability and Survival Analysis

Fall 2012

(c) Here we know the event occurred between 84 days and 91 days but dont know
exactly when. Thus it is interval censoring in 84-91 days.
(d) The rat death time is random, thus it is random right censoring at 37 days.
(e) The likelihood is

[1 S(42)]S(140)[S(84) S(91)]S(37).
3.4 Here we have right censoring, the data are denoted by {xi , i }, i = 1, , n. The
sf is S(x) = exp(x) and the pdf is f (x) = exp(x).
The likelihood function is
L(|DATA) =

f (xi )i S(xi )1i =

i=1

[ exp(xi )]i [exp(xi )]1i .

i=1

The log likelihood function is

l(|DATA) =

i log [ exp(xi )] + (1 i ) log [exp(xi )]

i=1

i log()

i=1

xi .

i=1

Thus
l
=

i=1 i

xi .

i=1

Set l/ = 0, we obtain the mle is

n
b = ni=1 i = 9 = 0.025.

359
i=1 xi
b is the maximum point.
It can be veried that
2. The hazard function of the Weibull distribution is
( )1
t
h(t) =
.

The rst and second derivatives of h(t) with respective to t are
( )2
( )3
( 1)( 2) t
( 1) t

, and h (t) =
.
h (t) =
2

STAT 5454 Reliability and Survival Analysis

Fall 2012

Note that h (t) > 0 if > 1 and h(t) is an increasing function when > 1.
(a) When = 1, h(t) = 1/, thus h(t) is constant.
(b) When = 2, h(t) = (/ 2 )t, thus h(t) is increasing linearly.
(c) When 0 < < 1, h (t) < 0, thus h(t) is decreasing.
(d) when 1 < < 2, h (t) > 0 and h (t) < 0, thus h(t) is concave increasing.
(e) when > 2, , h (t) > 0 and h (t) > 0, thus h(t) is convex increasing.
3. Because T follows lognormal, then log(T ) follows NOR(, 2 ). Note that
log(1/T ) = log(T ) NOR(, ).
Thus, 1/T is LOGNOR(, ).
4. We need to show both directions. If T follows an exponential distribution, then Pr(T
) = F () = 1 exp(). Note that
Pr(t0 < T t0 + )
Pr(T > t0 )
S(t0 ) S(t0 + )
=
S(t0 )
exp((t0 + ))
S(t0 + )
=1
=1
S(t0 )
exp()

Pr(T t0 + |T > t0 ) =

= 1 exp().
Thus Pr(T ) = Pr(T t0 + |T > t0 ) holds for any t0 > 0. Hence the exponential
distribution has the memoryless property.
Now let us consider a continuous random variable T with distribution function F (t)
has the following property; Pr(T ) = Pr(T t0 + |T > t0 ) for any t0 > 0. Note
that F (0) = Pr(T t0 + 0|T > t0 ) holds for any t0 > 0. Thus F (0) = 0. Because T is
continuous, thus pdf and hf exist. Pr(T ) = Pr(T t0 + |T > t0 ) holds for any
t0 > 0 is equivalent to
F () =

F (t0 + ) F (t0 )
, for any t0 .
1 F (t0 )
3

STAT 5454 Reliability and Survival Analysis

We have

Fall 2012

F (t0 + ) F (t0 )
F () F (0)
1
=
.

1 F (t0 )

Let 0, we obtain
f (0) = lim

F () F (0)
F (t0 + ) F (t0 )
1
f (t0 )
= lim
=
= h(t0 ).
0

1 F (t0 )
1 F (t0 )

Because t0 is arbitrary, thus the hf of T is h(t) = f (0) which is a constant function.

Thus T follows an exponential distribution.
Thus, for a continuous random variable, this memoryless property holds if and only if
T follows an exponential distribution.