Competing risk with partial Masking

1 Objective
Survival analysis is the analysis of data measured from a specific time of origin
until an event of interest or a specified endpoint. For example, in order to deter-
mine the incidence of death due to breast cancer among breast cancer patients,
every patient will be followed from a baseline date until the date of death due to
breast cancer or study closing date. A patient who dies of breast cancer during
the study period would be considered to have an event at their date of death.
However, a patient can experience an event different from the event of interest.
For example, a breast cancer patient may die due to causes unrelated to the
disease. Such events are termed competing risk events. Survival data are often
summarized using the cumulative incidence function for an event. In failure
time data there are possible cases where due to some unavoidable reasons such
as lack of time, scarcity of funds etc, the cause of failure for some systems may
not be observed. For example, a system under life test caught fire and after its
failure it is not possible to identify the exact cause of failure. The data, in such
situation, remain incomplete since cause of failure of some systems are missing.
Such data termed as masked data.

2 Methodology
There may be two possible cases of masking one is Independent masking and
second is dependent masking. Dependent masking can further classified as de-
pendent on cause of failure and time dependent.

2.1 Independent Masking

Let xij denote the life time of the jth component in the ith system. In general for
the J-component series system, let xi = min(xij ; j = 1, 2..., J) i = 1, 2, ..., n
be life time of the ith system and Si be the set contains the cause by which
system has failed. When the masking is independent on cause of failure,the
likelihood expression for the J component series system with given observation
x=(x1 , x2 , ..., xn ) is given by

n
Y

J

X Y

L(|x) = f (xi , j ) F (xi , l ) (1)



i=1 jSi
l=1
l6=1

1
where, = (1 , 2 , ..., J ) are unknown parameters.

2.2 Dependent Masking

The likelihood expression for given observation x=(x1 , x2 , ..., xn ) in the case
when masking is dependent upon cause of failure is given by

n
YX
Y2

L(|x) = f (xi , j )
F (Xi , l )P (Si = si |xi = xi , ki = j) (2)


i=1 jSi l=1
l6=1

where = (1 , 2 , P1 , P2 ) are unknown parameters and the masking probabili-

ties in this case are specified by

P (Si = {1} |Xi = xi , ki = 1) = P1

P (S = {2} |X = x , k = 2) = P

i i i i 2
(3)
P (Si = {1, 2} |Xi = xi , ki = 1) = 1 P1


P (Si = {1, 2} |Xi = xi , ki = 2) = 1 P2

3 Time Dependent Masking

In practical situation most of the system are age adversely. Sometimes the au-
topsy can not be done because system is in very poor condition. Which leaves
the cause of failure masked. Therefore for such cases it is reasonable to have a
model where the masking probabilities are function of time. In light of this, we
assumed that masking probabilities are component as well as time dependent.
We assume following expression for masking probabilities

P (Si = {1} |Xi = xi , ki = 1) = e1 xi

P (Si = {2} |Xi = xi , ki = 2) = e2 xi

(4)
P (Si = {1, 2} |Xi = xi , ki = 1) = 1 e1 xi


2 xi
P (Si = {1, 2} |Xi = xi , ki = 2) = 1 e

4 Possible Outcomes
In each cases after simplifying likelihood expression we can evaluate maximum
likelihood estimator and by taking appropriate prior we can also find Bayes es-
timator.We can also find the interval estimates such as Asymptotic confidence
interval, credible intervals, highest posterior density function and Boot-p inter-
vals and for each intervals we can find coverage probability, shape and length
of intervals. Having these results in hand we can have a conclusion.