Template:Non-parametric LDA introduction: Difference between revisions

From ReliaWiki
Jump to navigation Jump to search
No edit summary
(Redirected page to Non-Parametric Life Data Analysis)
 
(One intermediate revision by one other user not shown)
Line 1: Line 1:
== Introduction  ==
#REDIRECT [[Non-Parametric_Life_Data_Analysis]]
 
Non-parametric analysis allows the user to analyze data without assuming an underlying distribution. This can have certain advantages as well as disadvantages. The ability to analyze data without assuming an underlying life distribution avoids the potentially large errors brought about by making incorrect assumptions about the distribution. On the other hand, the confidence bounds associated with non-parametric analysis are usually much wider than those calculated via parametric analysis, and predictions outside the range of the observations are not possible. Some practitioners recommend that any set of life data should first be subjected to a non-parametric analysis before moving on to the assumption of an underlying distribution.
 
There are several methods for conducting a non-parametric analysis. In Weibull++, this&nbsp;includes the Kaplan-Meier, simple actuarial and standard actuarial methods. A method for attaching confidence bounds to the results of these non-parametric analysis techniques can also be developed. The basis of non-parametric life data analysis is the empirical <span class="texhtml">''c''''d''''f''</span>&nbsp; function, which is given by:
 
::<math>\widehat{F}(t)=\frac{observations\le t}{n}</math>
 
Note that this is similar to the Bernard's approximation of the median ranks, as discussed in&nbsp;[[Parameter Estimation]]&nbsp;chapter. The following non-parametric analysis methods are essentially variations of this concept.

Latest revision as of 23:16, 20 August 2012