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Modeling transition intensities of a non-homogenous Markov chain via the Cox model
Jandl, Vojtěch ; Kulich, Michal (advisor) ; Komárek, Arnošt (referee)
We study the extension of methods from the classical two-state survival analysis to the multi-state setting. Such models are applicable in a variety of fields in situations, for which the classical case does not suffice due to the fact that omission of some states is not possible. First of all, we explore one sample methods, in particular the extensions of the well known Nelson-Aalen and Kaplan-Meier estimators. Then, we deal with regression models for transition intensities, which include a generalisation of the Cox model, and the Lin-Ying additive model, for which we derive the asymptotic properties of the estimator of regression parameters. Lastly, to illustrate the practicality of presented methods, we propose an experiment that could help a website understand the behaviour of its members. A small simulation study is also a part of the last chapter in order to demonstrate the asymptotic properties of the underlying model empirically. 1
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Testing equality of means by confidence intervals
Jandl, Vojtěch ; Kulich, Michal (advisor) ; Pešta, Michal (referee)
We deal with testing the equality of means using confidence intervals. Firstly, we introduce the methods of testing that have already been published. The advantage of these methods is that one can present the underlying confidence intervals alongside the result of the test without doing further calculations. In the second part we discuss the necessary assumptions and by that we extend the Noguchi's method to discrete distribu- tions. Also, we derive a generalization of the Noguchi's method for testing the equality of other parameters than means, based on the assumption of asymptotic normality of their consistent estimates. Lastly, we conduct a simulation study in order to compare the methods we discussed. We found out that the Noguchi's method is a worthy alternative to the often-used Welch test bearing the advantage of being able to present extra visual output in the form of the underlying confidence intervals. In comparison to other methods the Noguchi's method yields better results in the case of unequal or small sample sizes. Unlike other methods it can also be used for testing in the paired sample case. 1
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