STOCKHOLM UNIVERSITY

DEPT OF MATHEMATICS
Div. of Mathematical Statistics

Solution to Exam in Survival analysis, 12 January 2006.

Problem 1.

a) E ( X ) = µ = mrl (0) = 0 + 10 = 10
∞  ∞ 
 − S ( x) mrl ( x) − ∫ S ( t ) dt ⋅ mrl ' ( x) 
∫ S (t )dt
d d mrl ( x )  =
h ( x ) = − ln S ( x ) = − ln x = −∞ ⋅ x
2
dx dx mrl ( x ) [ mrl ( x)]
∫ S (t )dt
x
b)
∞
∫ S ( t ) dt ⋅ mrl ( x)
'
S ( x) S (x ) mrl ' ( x) 1 + mrl ' ( x)
∞
+ x
∞
= + =
mrl ( x ) ⋅ S ( x ) mrl ( x ) mrl ( x )
∫ S (t ) dt ∫ S (t )dt ⋅ mrl ( x )
x x

So, using the above formulae

d  d  2
h ( x ) =  mrl ( x) + 1 / mrl ( x ) =  ( x + 10) + 1 /( x + 10) =
 dx   dx  x + 10
and
 x   x 
(
S ( x) = exp  − ∫ h( u) du  = exp  − ∫ ( 2 /( u + 10) )du  = exp − [2 ln( u + 10) ]0 =
10
)
 0   0 

(
exp − ln( x + 10) + ln( 10) = exp  ln
2 2 
) 100 
=
2 
100
 ( x + 10)  ( x + 10)
2

Problem 2.

We have a three complete observed survival times (0.5, 1, 0.75) and two left-censored (0.25,
1.25).
 3  5 
L(α , λ ) =  ∏ f (T j )  ∏ (1 − S ( L j ) )  where T j is observed lifetime and L j left censoring
 j =1  j= 4 
time for individual j. For log- logistic distribution we have

αλx α −1 1
f (x ) = S ( x) =
(1 + λx α ) 2 1 + λx α

Likelihood function looks then

 αλ(0.5)α −1  αλ(1) α −1   αλ(0.75)α −1   1  1 

L(α , λ ) =  α 2  2  α 2 
1− α 
1− α 
 (1 + λ (0.5) )   (1 + λ )   (1 + λ ( 0.75) )   1 + λ (0.25)   1 + λ (1.25) 
Problem 3.

Lifetimes table looks as follows:

)
ti d i Yi S (t )
9 1 11 1 − 1 / 11 = 10 / 11
13 1 10 1 − 1 / 10 = 9 / 10
18 1 8 1 −1/ 8 = 7 / 8
23 1 7 1− 1/ 7 = 6 / 7
31 1 5 1 −1/ 5 = 4 / 5
34 1 4 1 −1/ 4 = 3/ 4
48 1 2 1 −1/ 2 = 1/ 2

where t i - time point for remission, d i - number of symptoms free patients at times t i , Yi -
number of individuals in the study before time point t i .
a) Kaplan-Meier estimator:

 d   d   10  9  7  6  4  3  1 
Sˆ ( 48) = ∏  1 − i  = ∏  1 − i  =         = 0.184
t ≤t 
i
Yi  t ≤23  Yi
i   11  10  8  7  5  4  2 
b)
di 1 1 1 1 1 1 1
σ S2 ( 48) = ∑ = + + + + + + = 0.6952
t ≤ 48 Yi (Yi − d i )
i
11 ⋅10 10 ⋅ 9 8 ⋅ 7 7 ⋅ 6 5 ⋅ 4 4 ⋅ 3 2 ⋅1

Log-transformation is:

Z σ (t )   1.96 ⋅ 0.6952 
Sˆ (t 0 ) 1 / θ ≤ S ( t 0 ) ≤ Sˆ (t 0 ) θ där θ = exp  1−α / 2 S 0  = exp   = 0.3808
 ( 0)
 ln Sˆ (t ) 
  ln( 0 . 184 ) 


95%-confidence intervall för S ( 48) ges av

Sˆ ( 48)1 / 0.3808 ≤ S ( 48) ≤ Sˆ ( 48) 0 .3808 ⇒ 0.012 ≤ S (48) ≤ 0.525

Problem 4.

We would like to test the hypothesis that

H 0 : h( t ) = h0 (t ) = λ = 1 / 1000 = 0.001

We should then use the following statistic

 D di τ τ h (u )
Z (τ ) = ∑ W (t i ) − ∫ W (u )h0 (u ) du which the variance is V [ Z (τ )] = ∫ W (u ) 2 0 du
i =1 Y (t i ) 0 0 Y (u )
where τ = 1000 is the maximal observation and the function Y (t ) is

7 0 < t ≤ 353
6 353 < t ≤ 572

Y ( t ) = 5 572 < t ≤ 877
4 877 < t ≤ 988

 3 t > 988

We are choosing the weight function W (t ) = 1 and at the end

1 1 1 1
Z (τ ) = + + + − 1000 ⋅ 0.001 = −0.240 with the variance
7 6 5 4
 353 219 305 111 12 
V [ Z (τ )] = 0.001 + + + ⋅  = 0.2589
 7 6 5 4 3
| Z (τ ) |< 1.96 ⋅ V [ Z (τ )] = 1.96 ⋅ 0.2589 = 0.997
so we cannot reject the hypotesis H 0 .

Problem 5.

a) Page 244 in the book

b) This is called a semiparametric model because a parametric form is assumed only for
the covariate effect. The baseline hazard rate is treated nonparametrically.
c) Page 245 and the formulae (8.1.3) in the book.
d) e) Page 259 and the formulae (8.4.1) in the book.

Problem 6.

w
For θ = 1 we have f W ( w) = e w e −e = e w −e and SW ( w) = − ∫ f W (u ) du = e −e
w w w

0
So the survival function for X is
 ln x − µ − λ' Z 
S X ( x) = P ( X > x) = P (ln X > ln x ) = P( µ + γ Z + σW > ln x) = P W > =
'
σ 
 
 ln x − µ − γ ' Z    ln x − µ − γ ' Z     µ + γ 'Z 
= SW   = exp  − exp    = exp  − x1 / σ exp  − 
σ    σ    σ 
       

which is the survival function in the Weibull distribution with the parameters α = 1 / σ and
λ = exp( −( µ + γ ' Z ) / σ ).