================================================= Assignment 6 Due March 24 1. Given the availability of basic random variables from R how can you generate a piecewise exponential random variable? (To be specific, let us suppose there are 3 pieces, with cut points 0 < T_1 < T_2 < T_3= \infty and parameters \lambda_1, \lambda_2, \lambda_3 ) 2. Specialize/simplify the Kaplan-Meier estimator and the Greenwood formula when all observations are uncensored. Identify them with "Sta 291" formula for binomial proportion estimator. 3. (Only for students that have sta635 before:) An estimate of mean survival time, based on the Kaplan-Meier estimator, is the following \int_0^\infty [ 1- \hat F (t) ] dt or \int_0^\infty t d \hat F(t) where \hat F(t) is the Kaplan-Meier estimator. Try to derive a variance estimator for the above estimator. (it still may be very difficult, but give it a try, and identify where is the difficult. =========================================================== Assignment 7, Due April 9. 1. For a two sample testing case, assume there is no censoring at either samples. Simplify the Gehan-Wilcoxon test ( i.e. sum R1 R2 ( d \hat H1 - d \hat H2 ) ) to identify with the Mann-Whitney test from Sta 621. Please note, we say two tests are equivalent if the test statistic they are based upon are a linear function of the other. Since, after standardization, they will be the same. For example: tests based on X and aX + b will be equivalent ( a and b are constants). Compare the estimates of variance. =============================================================== A good review of likelihood based statistical Inference Methods can be found in Chapter 10 of the following notes. You may want to read in the next few weeks. http://www.stat.umn.edu/geyer/old/5102/n2.pdf =================================================================== A possible project: adopt the R package km.ci and make it up-to-date and available to the current version R. =======================================================