International Journal of Statistics and Reliability Engineering

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Vol 7, No 2 :

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Analysis of Australian Twin Data Using Generalized Inverse Gaussian Shared Frailty Models Based on Reversed Hazard Rate

Arvind Pandey , David D. Hanagal , Pragya Gupta , Shikhar Tyagi

Abstract

In survival analysis we used frailty models for the unobserved heterogeneity in the individual risks for disease and death. The most common shared frailty model is a model in which frailty act multiplicatively on the hazard function. In this paper we introduce generalized inverse Gaussian frailty with the reversed hazard rate with generalized log-logistic type-I and type-II baseline distributions. To estimate the parameters in the model we introduce the Bayesian estimation and Markov chain Monte Carlo (MCMC) technique. We present the simulation study to compare the true value of the parameters with estimated value. We also apply the proposed model to real life Australian twin data set.

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ISSN(P) 2350-0174

ISSN(O) 2456-2378

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