Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Computation of The Mann-Whitney Effect under Parametric Survival Copula Models

Version 1 : Received: 20 March 2024 / Approved: 20 March 2024 / Online: 26 March 2024 (09:41:01 CET)

How to cite: Nakazono, K.; Lin, Y.; Liao, G.; Uozumi, R.; Emura, T. Computation of The Mann-Whitney Effect under Parametric Survival Copula Models. Preprints 2024, 2024031554. https://doi.org/10.20944/preprints202403.1554.v1 Nakazono, K.; Lin, Y.; Liao, G.; Uozumi, R.; Emura, T. Computation of The Mann-Whitney Effect under Parametric Survival Copula Models. Preprints 2024, 2024031554. https://doi.org/10.20944/preprints202403.1554.v1

Abstract

The Mann-Whitney effect is a measure for comparing survival distributions between two groups. The Mann-Whitney effect is interpreted as the probability that a randomly selected subject in a group survives longer than a randomly selected subject in the other group. Under the independence assumption of two groups, the Mann-Whitney effect can be expressed as the traditional integral formula of survival functions. However, when the survival times in two groups are not independent each other, the traditional expression of the Mann-Whitney effect has to be modified. In this article, we propose a copula-based approach to compute the Mann-Witney effect with parametric survival models under dependence of two groups, which may arise in the potential outcome framework. In addition, we develop a Shiny web app that can implement the proposed method via simple commands (https://nkosuke.shinyapps.io/shiny_survival/). Through a simulation study, we show the correctness of the proposed calculator. We apply the proposed methods to two real datasets.

Keywords

censoring; copula; Hand’s paradox; potential outcome; Mann-Whitney effect; stress-strength model; two-sample comparison; survival analysis; survival function; treatment effect

Subject

Computer Science and Mathematics, Probability and Statistics

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