
Accession Number : AD0672956
Title : DESCRIPTION OF THE PROGRAM ESOD3 FOR CALCULATING CONSTRAINED MAXIMUM LIKELIHOOD ESTIMATES OF N STOCHASTICALLY ORDERED DISTRIBUTIONS,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Azen,S. P.
Report Date : JUL 1968
Pagination or Media Count : 84
Abstract : A detailed description is given of the FORTRAN IV computer program for calculating constrained maximum likelihood estimates of N stochastically ordered distributions. It was shown in AD672 954 that the reformulation of the statistical problem as a concave program, and the reduction of the resulting constrained problem to a sequence of essentially unconstrained subproblems, yields satisfying numerical results. The ESOD3 program of this reduction strategy, which incorporates an already existing nonlinear programming routine, reduces the execution time and improves the accuracy of the problem by orders of magnitude. Since formulas are already known for the step function maximum likelihood estimates for the case where N equals 2, the program is concerned exclusively with the case where N is equal to or greater than 3. (Author)
Descriptors : (*STATISTICAL ANALYSIS, *RELIABILITY), (*COMPUTER PROGRAMMING, STATISTICAL ANALYSIS), STATISTICAL DISTRIBUTIONS, STATISTICAL PROCESSES, STOCHASTIC PROCESSES, NONLINEAR PROGRAMMING, ITERATIONS, OPTIMIZATION, ALGORITHMS, COMPUTER PROGRAMS
Subject Categories : Operations Research
Computer Programming and Software
Mfg & Industrial Eng & Control of Product Sys
Distribution Statement : APPROVED FOR PUBLIC RELEASE