Accession Number : AD0666400

Title :   ON THE MAXIMUM-LIKELIHOOD 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 risk-specific hazard rates can be assumed constant over the study period, and (b) a model that assumes the risk-specific hazard rates are linear functions of time. For both models the method of finding the maximum-likelihood 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