Cross Validated
2023-01-20 10:13 UTC
By alice123019
AI-113-20230120-social-media-62e9076c
Likelihood function for Type I censoring
I'm reading the textbook Survival Analysis: Techniques for Censored and Truncated Data by Klein and Moeschberger, and in Chapter 3.5 it says Data from experiments involving right censoring can be conveniently represented by pairs of random variables $(T, C_r)$ , where $C_r$ indicates whether the lifetime X is observed ( $\delta = 1$ ) or not ( $\delta = 0$ ), and T is equal to X if the lifetime is observed and to $C_r$ if it is right-censored, i.e., $T = \min(X, C_r)$ . Details of constructing the likelihood function for Type I censoring are as follows. For $\delta = 0$ , it can be seen that $$Pr(T, \delta = 0) = Pr(T = C_r|\delta = 0) Pr(\delta = 0) = Pr(\delta = 0) = Pr(X > C_r) = S(C_r)$$ Also, for $\delta = 1$ , $\begin{aligned} Pr(T,\delta = 1) &= Pr(T=X|\delta = 1)Pr(\delta = 1) \\ &= Pr (X = T | X \leq C_r) Pr (X \leq Cr) \\ &= \left(\frac{f(t)}{1-S(Cr)}\right) \left(1-S(Cr)\right) \\ &= f(t) \end{aligned}$ I'm confused about the following: when $\delta = 0$ , from step 2 to step 3, it seems to let $Pr(T = C_r|\delta = 0) = 1$ , but I'm not sure why is that when $\delta = 1$ , we have $Pr (X = T | X \leq C_r) = \frac{Pr(X = T = t \land X \leq C_r)}{Pr( X \leq C_r)}$ , but why is the numerator equals to $f(t)$ ?
I'm reading the textbook Survival Analysis: Techniques for Censored and Truncated Data by Klein and Moeschberger, and in Chapter 3.5 it says Data from experiments involving right censoring can be conveniently represented by pairs of random variables $(T, C_r)$ , where $C_r$ indicates whether the lifetime X is observed ( $\delta = 1$ ) or not ( $\delta = 0$ ), and T is equal to X if the lifetime is observed and to $C_r$ if it is right-censored, i.e., $T = \min(X, C_r)$ . Details of constructing the likelihood function for Type I censoring are as follows. For $\delta = 0$ , it can be seen that $$Pr(T, \delta = 0) = Pr(T = C_r|\delta = 0) Pr(\delta = 0) = Pr(\delta = 0) = Pr(X > C_r) = S(C_r)$$ Also, for $\delta = 1$ , $\begin{aligned} Pr(T,\delta = 1) &= Pr(T=X|\delta = 1)Pr(\delta = 1) \\ &= Pr (X = T | X \leq C_r) Pr (X \leq Cr) \\ &= \left(\frac{f(t)}{1-S(Cr)}\right) \left(1-S(Cr)\right) \\ &= f(t) \end{aligned}$ I'm confused about the following: when $\delta = 0$ , from step 2 to step 3, it seems to let $Pr(T = C_r|\delta = 0) = 1$ , but I'm not sure why is that when $\delta = 1$ , we have $Pr (X = T | X \leq C_r) = \frac{Pr(X = T = t \land X \leq C_r)}{Pr( X \leq C_r)}$ , but why is the numerator equals to $f(t)$ ?
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Cross Validated
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