Some Applications of Phase-type Distributions in Recurrent Events

Document Type : Original Article

Authors
Raoufe Asghari 1
Amin Hassan Zadeh 2
1 Department of Statistics, Shahid Beheshti University, Tehran, Iran
2 Department of Mathematics, Oregon State University, Corvallis, OR, USA.
10.22034/jirss.2024.1999145.1011
Abstract
In this paper, the recurrent events that can occur more than once over the follow-up time have been modeled by phase-type distributions. The time till death is assumed to have a phase-type distribution (defined in a Markov chain environment) with interpretable parameters. We use phase-type distribution to calculate the probability of various number of transitions, the conditional expected time to stay in a disease stage and the probability of transition from a stage to another. Using both real and simulated datasets, the model has been calibrated. The confidence intervals for the parameters have been created using bootstrap approaches.
Keywords
Multiple State Models
Recurrent Events
Phase-type Distribution
Bootstrap
Cancer
Stanford Heart Transplant Data
Subjects
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Journal of the Iranian Statistical Society
Volume 22, Issue 2
December 2023
Pages 35-58

  • Receive Date 28 March 2023
  • Revise Date 06 November 2023
  • Accept Date 25 May 2024