Accession Number : ADA188960

Title :   Estimation of the Probability of a Long Time to the First Entrance to a State in a Semi-Markov Model.

Descriptive Note : Technical rept.,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s) : Jacobs, Patricia A

PDF Url : ADA188960

Report Date : Sep 1987

Pagination or Media Count : 31

Abstract : The problem of estimating the log survivor function for a fixed time t of a first passage time for a semimarkov process is considered. A nonparametric estimator based on an exponential approximation to the survivor function is introduced and its asymptotic properties are studied. Small sample behavior of this estimator is studied using simulation. Keywords: Markov process; Asymptotic exponentiality; Strong law; Central limit theorem.

Descriptors :   *ESTIMATES, *MARKOV PROCESSES, ASYMPTOTIC SERIES, LIMITATIONS, LONG RANGE(TIME), MODELS, PROBABILITY, SIMULATION, THEOREMS, TIME, NONPARAMETRIC STATISTICS, MAXIMUM LIKELIHOOD ESTIMATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE