Variate generation for accelerated life and proportional hazards models with time dependent covariates

Lawrence M. Leemis, Li Hsing Shih, Kurt Reynertson

Research output: Contribution to journalArticlepeer-review

25 Citations (Scopus)

Abstract

Variate generation algorithms for lifetimes when survival models incorporate time dependent covariates are presented. These algorithms are closed form for special cases of the function that links the covariate values to the survivor distribution. These algorithms are illustrated by several examples.

Original languageEnglish
Pages (from-to)335-339
Number of pages5
JournalStatistics and Probability Letters
Volume10
Issue number4
DOIs
Publication statusPublished - 1990 Sep

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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