Estimation of Cumulative Incidence Function in the Presence of Middle Censoring Using Improper Gompertz Distribution

Abstract

In this paper we deal with the modelling of cumulative incidence function using improper Gompertz distribution based on middle censored competing risks survival data. Together with the unknown parameters, cumulative incidence function also estimated. In classical set up, we derive the point estimates using maximum likelihood estimator and midpoint approximation methods. The asymptotic confidence interval are obtained based on asymptotic normality properties of maximum likelihood estimator. We also derive the Bayes estimates with associated credible intervals based on informative and non-informative types of priors under two loss functions such as squared error and LINEX loss functions. A simulation study is conducted for comprehensive comparison between various estimators proposed in this paper. A real life data set is also used for illustration.

Keywords

• cumulative incidence function
• improper gompertz distribution
• middle censoring
• maximum likelihood estimator
• bayes estimators
• mcmc method