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Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data

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Abstract

This paper considers computation of mixture weights of the marginal distribution of pooled order statistics that arise from combining and ordering multiple independent Type-II right censored samples. The proposed method is an iterative procedure which is computationally efficient and produces the same mixture representations as direct methods. It is shown that the resultant mixtures are independent of the order in which the samples are entered into the algorithm. Some comparative computational results are finally presented.

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Acknowledgments

We would like to thank the anonymous referees for their comments which helped improve the presentation of the paper.

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Correspondence to William Volterman.

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Volterman, W., Balakrishnan, N. Efficient iterative computation of mixture weights for pooled order statistics for meta-analysis of multiple type-II right censored data. Comput Stat 28, 2231–2239 (2013). https://doi.org/10.1007/s00180-013-0404-y

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  • DOI: https://doi.org/10.1007/s00180-013-0404-y

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