Table 5:
Simulation summary statistica for bootstrap-based rectangular confidence bands for and F at z = 0 and z = 1, using supremum statistics. Samples were generated under the Clayton–Oakes model (9) with and dependency parameter θ = 2, with z a binary variate taking values 0 and 1 with probability 0.5.
| Sample size (n) | 1000 | 250 | |||||
|---|---|---|---|---|---|---|---|
| T1 and T2 Failure% | 22.6 |
100 |
|||||
| (T1,T2) Marginal | Mean Boot. | SD Boot. | 95% CB | Mean Boot. | SD Boot. | 95% CB | |
| Survival Rates | Coverage | Coverage | |||||
|
| |||||||
| z = 0 | |||||||
| (0.85, 0.85)b | 0.060 | 0.95 | 0.19 | 0.916 | 0.51 | 0.11 | 0.921 |
| (0.70, 0.70) | 0.226 | 3.61 | 0.92 | 0.917 | 1.36 | 0.23 | 0.934 |
| (0.55, 0.55) | 0.500 | 8.47 | 3.46 | 0.837 | 2.60 | 0.41 | 0.920 |
| z = 1 | |||||||
| (0.85, 0.85) | 0.046 | 0.75 | 0.14 | 0.915 | 0.51 | 0.11 | 0.921 |
| (0.70, 0.70) | 0.189 | 2.34 | 0.39 | 0.920 | 1.36 | 0.23 | 0.934 |
| (0.55, 0.55) | 0.453 | 5.75 | 1.28 | 0.923 | 2.60 | 0.41 | 0.920 |
| F | |||||||
| (T1, T2) Marginal | Mean Boot. | SD Boot. | 95% CB | Mean Boot. | SD Boot. | 95% CB | |
| Survival Rates | F | Coverage | Coverage | ||||
|
| |||||||
| z = 0 | |||||||
| (0.85, 0.85) | 0.752 | 1.53 | 0.12 | 0.939 | 1.02 | 0.10 | 0.931 |
| (0.70, 0.70) | 0.570 | 2.89 | 0.26 | 0.961 | 1.38 | 0.10 | 0.937 |
| (0.55, 0.55) | 0.422 | 5.89 | 1.80 | 0.928 | 1.60 | 0.10 | 0.932 |
| z = 1 | |||||||
| (0.85, 0.85) | 0.739 | 1.53 | 0.11 | 0.942 | 1.29 | 0.12 | 0.952 |
| (0.70, 0.70) | 0.538 | 2.32 | 0.16 | 0.952 | 1.66 | 0.12 | 0.946 |
| (0.55, 0.55) | 0.379 | 3.34 | 0.31 | 0.947 | 1.83 | 0.12 | 0.942 |
Mean Boot is the average of the 95th percentiles of over the 1000 samples, each with 200 bootstrap samples, and SD Boot is the standard deviation of these bootstrap percentiles; 95% CB Coverage is the fraction of bootstrap-based 95% confidence bands that include for all The same quantities are presented for confidence bands for F.
Confidence region over