
Accession Number : AD0666400
Title : ON THE MAXIMUMLIKELIHOOD ESTIMATION OF FAILURE PROBABILITIES IN THE PRESENCE OF COMPETING RISKS.
Descriptive Note : Technical paper,
Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA
Personal Author(s) : Anello,Charles
Report Date : FEB 1968
Pagination or Media Count : 29
Abstract : The paper is concerned with the statistical problem of estimating failure rates of a population exposed to several simultaneous hazards or risks. Two distinct models are discussed: (a) a model that is appropriate when the riskspecific hazard rates can be assumed constant over the study period, and (b) a model that assumes the riskspecific hazard rates are linear functions of time. For both models the method of finding the maximumlikelihood estimators is developed. The linear model situation includes a discussion of how a nonlinear programming procedure can be used to obtain estimates of the parameters. The paper investigates the statistical properties of these estimators using a suitable simulation technique. (Author)
Descriptors : (*RELIABILITY, MATHEMATICAL PREDICTION), (*PROBABILITY, MATHEMATICAL PREDICTION), (*MATHEMATICAL PREDICTION, STATISTICAL ANALYSIS), NONLINEAR PROGRAMMING, POPULATION(MATHEMATICS), MATHEMATICAL MODELS, MATRICES(MATHEMATICS), NUMERICAL ANALYSIS
Subject Categories : Operations Research
Mfg & Industrial Eng & Control of Product Sys
Distribution Statement : APPROVED FOR PUBLIC RELEASE