报告题目: Valid properties of truncated Student-t distribution with applications in the analysis of censored data

报告人: Guo-Liang TIAN, Professor of Statistics

报告摘要: Kim (2008) introduced an incorrect stochastic representation (SR) for the truncated Student-t (Tt) random variable. By pointing out that the gamma mixture based on a truncated normal distribution actually cannot result in a true Tt distribution, in this paper, we first propose three correct SRs and then recalculate the corresponding moments of the Tt distribution. Different from those derived from the invalid SR of Kim (2008), the correct moments of the Tt distribution play a crucial role in parameter estimations. Based on the proposed third SR and the correct expressions of truncated moments, expectation-maximization (EM) algorithms are developed for calculating the maximum likelihood estimates of parameters in the Tt distribution. Extensions to a Tt regression model and a t interval-censored regression model are provided as well. Simulated experiments are conducted to evaluate the performance of the proposed methods. Finally, two real data analyses corroborate the theoretical results.

(This is a joint work with Dr. Chi ZHANG, Dr. Tao LI, Mr. Xiao KE and Professor Man-Lai TANG)

报告时间: 12月21日 16:00-17:00

报告地点: 统计学院211报告厅

报告人简介: 田国梁，南方科技大学数学系教授、博士生导师。先后在北京大学和美国田纳西州St. Jude 儿童研究医院生物统计系从事博士后研究, 在美国马里兰大学Greenbaum 癌症中心和香港大学统计及精算学系工作。田教授是国际统计学会 (ISI) 当选会员, 他担任 Computational Statistics & Data Analysis, Statistics and Its Interface 等四个国际统计学杂志的副主编。他主要的研究领域是生物统计, 计算统计和社会统计。在国际顶尖生物统计学期刊 Statistical Methods in Medical Research, Statistics in Medicine, Biometrics 发表论文14篇, 在其他统计学期刊发表论文90余篇, 且在美国著名出版社 John Wiley & Sons 和 Chapman & Hall/CRC 出版英文专著3部, 且在科学出版社出版英文教科书1本。先后获得国家自然科学基金重点项目和面上项目的资助。