Dataset Information

Efficient estimation of Pareto model: Some modified percentile estimators.

ABSTRACT: The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of total mean square error and total relative deviation. It is determined that modified percentile estimator based on expectation of empirical cumulative distribution function of first-order statistic provides efficient and precise parameter estimates compared to other estimators considered. The simulation results were further confirmed using two real life examples where maximum likelihood and moment estimators were also considered.

SUBMITTER: Bhatti SH

PROVIDER: S-EPMC5929531 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature

ACCESS DATA

Publications

Efficient estimation of Pareto model: Some modified percentile estimators.

Bhatti Sajjad Haider SH Hussain Shahzad S Ahmad Tanvir T Aslam Muhammad M Aftab Muhammad M Raza Muhammad Ali MA

PloS one 20180501 5

The article proposes three modified percentile estimators for parameter estimation of the Pareto distribution. These modifications are based on median, geometric mean and expectation of empirical cumulative distribution function of first-order statistic. The proposed modified estimators are compared with traditional percentile estimators through a Monte Carlo simulation for different parameter combinations with varying sample sizes. Performance of different estimators is assessed in terms of tot ...[more]

PMID: 29715280

Similar Datasets

Project description:IntroductionSeveral methods have been proposed to estimate the time of HIV seroconversion, including those based on CD4 cell depletion models. However, previous models have failed to consider the heterogeneity that exists in CD4 trajectories among different sub-populations. Our objective was to estimate the time from HIV seroconversion relative to the HIV diagnosis date in a population-based cohort of people living with HIV (PLWH) in the province of British Columbia, Canada.MethodsWe used linked administrative and clinical data from the British Columbia Seek and Treat for Optimal Prevention of HIV/AIDS (STOP HIV/AIDS) cohort, which contains longitudinal individual-level data on all PLWH ever diagnosed in the province. Eligible participants were aged ≥18 years and diagnosed with HIV between 1989 and 2013. The outcome was pre-antiretroviral treatment CD4 cell count measurements assessed every six months. Models were stratified by age and stage of HIV infection at diagnosis. Several explanatory variables were considered including longitudinal viral load measurements. Longitudinal CD4, square root transformed, was modeled via a non-linear mixed effects model; time was modeled using an exponential decay function. We assumed a Gaussian distribution (identity link), an AR(1) correlation structure, and a random intercept and slope for the longitudinal viral load measurements. Due to the population variation in CD4 count among uninfected individuals, we assumed 500 to 1500 cells/mm3 as the normal range when estimating the time of HIV seroconversion.ResultsLongitudinal data on 1,253 individuals were analysed: 80% male, 33% White, and the median age at diagnosis was 38 years (25th-75th percentile [Q1-Q3], 31 to 45). CD4 decay differed by stage of infection at diagnosis and age, with those ≥50 years in Stages 1 and 2 experiencing a faster decline in CD4 over time. The median duration of infection from seroconversion until HIV diagnosis was 6.9 (Q1-Q3, 3.9 to 10.1) years.ConclusionsConsidering the heterogeneity that exists in individual CD4 cell trajectories in a population, we presented a methodology that only relies on routinely collected HIV-related data, which can be further extended to estimate other epidemic measures.

Dataset Information

Efficient estimation of Pareto model: Some modified percentile estimators.

Publications

Efficient estimation of Pareto model: Some modified percentile estimators.

Similar Datasets

OmicsDI is part of the ELIXIR infrastructure