*1 * Wilcoxon 2 2 t t t t d t M t N t M t n t N t n t N t d t N t t at ri

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1 Wilcoxon H23 BioS 1 Wilcoxon Wilcoxon 2.2 S 1 t S 2 t Wilcoxon H 0 H 1 H 0 : S 1 t S 2 t H 1 : S 1 t S 2 t 1

2 *1 * Wilcoxon 2 2 t t t t d t M t N t M t n t N t n t N t d t N t t at risk number * 3 d t t *1 S 1 t S 2 t t y S 1 t y S 2 t *2 S i t f i t f i t ds i dt t 1 *3 at risk number 2

3 e t t v t t e t E[d t ] n tm t, v t V [d t ] M tn t N t M t N t n t N t Nt 2 N t 1 t 3 N 3 7, d 3 0, e , v t 4 t 8 N 4 6, d 4 0, e N 8 3, d 8 1, e , v , v t N t d t e t v t Wilcoxon Wilcoxon 3 d 3, d 4, d d log d 3 + d 4 + d 8 d log E[d log ] E[d 3 + d 4 + d 8 ] E[d 3 ] + E[d 4 ] + E[d 8 ] e 3 + e 4 + e

4 V [d log ] V [d 3 + d 4 + d 8 ] V [d 3 ] + V [d 4 ] + V [d 8 ] d 3, d 4, d χ 2 log d log E[d log ] 2 V [d log ] χ 2 log 1 χ2 *4 5% χ 2 log > χ 2 1, 0.95 χ 2 log , χ2 1, p SAS data d1; p log 1- cdf chisq, , 1; run; p log Wilcoxon Wilcoxon d 3, d 4, d 8 Wilcoxon Wilcoxon Wilcoxon Wilcoxon Wilcoxon at risk number d log d W il N 3 d 3 + N 4 d 4 + N 8 d 8 d W il *4 χ 2 log 1 χ d t d t d t d log P t d t Wilcoxon 4

5 E[d W il ] E[N 3 d 3 + N 4 d 4 + N 8 d 8 ] N 3 E[d 3 ] + N 4 E[d 4 ] + N 8 E[d 8 ] N 3 e 3 + N 4 e 4 + N 8 e V [d W il ] V [N 3 d 3 + N 4 d 4 + N 8 d 8 ] N 2 3 V [d 3 ] + N 2 4 V [d 4 ] + N 2 8 V [d 8 ] d 3, d 4, d 8 N 2 3 v 3 + N 2 4 v 4 + N 2 8 v χ 2 W il d W il E[d W il ] 2 V [d W il ] {3 10} χ 2 W il 1 χ2 5% χ 2 W il > χ 2 1, 0.95 χ 2 W il , χ2 1, p SAS data d2; p Wil 1 - cdf chisq, , 1; run; p Wil Wilcoxon Wilcoxon at risk number 5

6 5 SAS SAS Proc Lifetest 5.1 data d1; input group patno t censor; cards; ; run; proc lifetest data d1; time t * censor0; strata group; run; t group Wilcoxon

7 group Wilcoxon group Pr > Chi-Square Wilcoxon LogLR χ 2 log Wilcoxon χ 2 W il Wilcoxon 2 p 2LogLR 3 2 i ii Wilcoxon 2 SAS t 2 2 t d t M t d t N t M t n t N t n t N t 7

8 E[d t ] n tm t N t, E[ d t ] n tn t M t N t V [d t ] M tn t N t M t N t n t Nt 2, V [ N t 1 d t ] M tn t N t M t N t n t Nt 2 N t 1 Cov[d t, d t ] V [d t ] M tn t N t M t N t n t N 2 t N t d log d 3 + d 4 + d 8 d log d 3 + t 4 + t 8 E[d log ] e 3 + e 4 + e 8 e log E[ d log ] ẽ 3 + ẽ 4 + ẽ 8 ẽ log V [d log ] V [d 3 + d 4 + d 8 ] V [d 3 ] + V [d 4 ] + V [d 8 ] v 3 + v 4 + v 8 v log V [ d log ] V [ d 3 + d 4 + d 8 ] V [ d 3 ] + V [ d 4 ] + V [ d 8 ] ṽ 3 + ṽ 4 + ṽ 8 ṽ log d log dlog d log d log E[d log ] elog ẽ log V [dlog ] V [d log ] vlog v log V [d log ] V [d log ] V [d log ] v log v log d log E[d log ] dlog e log d log ẽ log d t n t d t d log d 3 + d 4 + d 8 n 3 d 3 + n 4 d 4 + n 8 d 8 n log d log n log n 3 + n 4 + n 8 8

9 ẽ t E[n t d t ] n t E[d t ] n t e t ẽ log ẽ 3 + ẽ 4 + ẽ 8 n 3 e 3 + n 4 e 4 + n 8 e 8 n log e log dlog e log d log E[d log ] d log ẽ log V [d log ] vlog v log v log v log *5 vlog v log V [d log ] v log v log χ 2 χ 2 log d log E[d log ] V [d log ] 1 d log E[d log ] 1 V [d log ] *6 V [d log ] V V V VV V V *7 V v log 0 0 *5 *6 v log v log V [d log ] v log v log! det `V [d log ] v 2 log v2 log 0 *7 V V V 9

10 VV vlog v log vlog v log V v log v log v log 0 0 v log v log 1 0 vlog v log 1 0 v log v log vlog v log V v log v log V V 1 1 V [d log ] 1 V [d log ] χ 2 log d log E[d log ] V [d log ] d log E[d log ] d log e log dlog ẽ log v log 0 0 dlog e log d log ẽ log d log e log v log SAS 5.4 Wilcoxon Wilcoxon d log N 3 d 3 + N 4 d 4 + N 8 d 8 d log N 3 d3 + N 4 t 4 + N 8 t 8 E[d W il ] N 3 e 3 + N 4 e 4 + N 8 e 8 e W il E[ d W il ] N 3 ẽ 3 + N 4 ẽ 4 + N 8 ẽ 8 ẽ W il V [d W il ] V [N 3 d 3 + N 4 d 4 + N 8 d 8 ] N 2 3 V [d 3 ] + N 2 4 V [d 4 ] + N 2 8 V [d 8 ] N 2 3 v 3 + N 2 4 v 4 + N 2 8 v 8 v W il V [ d W il ] V [N 3 d3 + N 4 d4 + N 8 d8 ] N 3 3 V [ d 3 ] + N 2 4 V [ d 4 ] + N 2 8 V [ d 8 ] N 2 3 ṽ 3 + N 2 4 ṽ 4 + N 2 8 ṽ 8 ṽ W il d W il dw il d W il d W il E[d W il ] ew il ẽ W il V [dw il ] V [d W il ] vw il v W il V [d W il ] V [d W il ] V [d W il ] v W il v W il 10

11 5.4.1 Wilcoxon dw il e W il d W il E[d W il ] d W il ẽ W il d W il N 3 d3 + N 4 d4 + N 8 d8 N 3 n 3 d 3 + N 4 n 4 d 4 + N 8 n 8 d 8 n W il d W il n W il N 3 n 3 + N 4 n 4 + N 8 n ẽ t E[n t d t ] n t E[d t ] n t e t ẽ W il N 3 ẽ 3 + N 4 ẽ 4 + N 8 ẽ 8 N 3 n 3 e 3 + N 4 n 4 e 4 + N 8 n 8 e 8 n W il e W il dw il e W il d W il E[d W il ] d W il ẽ W il Wilcoxon V [d W il ] vw il v W il v W il v W il V [d W il ] vw il v W il v W il v W il V [d W il ] 1 v W il V [d W il ] 1 11

12 5.4.3 χ 2 χ 2 W il χ 2 W il d W il E[d W il ] V [d W il ] d W il E[d W il ] d W il e W il dw il ẽ W il v W il 0 0 dw il e W il d W il ẽ W il d W il e W il v W il 22 SAS 12

2 H23 BioS (i) data d1; input group patno t sex censor; cards;

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5 Armitage x 1,, x n y i = 10x i + 3 y i = log x i {x i } {y i } 1.2 n i i x ij i j y ij, z ij i j 2 1 y = a x + b ( cm) x ij (i j )

5 Armitage x 1,, x n y i = 10x i + 3 y i = log x i {x i } {y i } 1.2 n i i x ij i j y ij, z ij i j 2 1 y = a x + b ( cm) x ij (i j ) 5 Armitage. x,, x n y i = 0x i + 3 y i = log x i x i y i.2 n i i x ij i j y ij, z ij i j 2 y = a x + b 2 2. ( cm) x ij (i j ) (i) x, x 2 σ 2 x,, σ 2 x,2 σ x,, σ x,2 t t x * (ii) (i) m y ij = x ij /00 y

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