ESTIMATING CUMULATIVE PROBABILITY FROM AGGREGATED TRUNCATED DATA
Abstract
Cumulative survival, failure, or detection probabilities cannot, in general, be precisely estimated from truncated samples if only data grouped in sucessive time internals is available. Mathematical models of the failure rate and abort rate within the time intervals are postulated from which estimates may be obtained from grouped data when the models are valid. An easily calculable approximation formula can be used in the earlier time intervals where the sample size is relatively large. This can provide data for verifying or rejecting a given model prior to making calculations in later intervals where the smaller sample size would otherwise diminish the reliability of the resulting probabilities.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 06, 1964
- Accession Number
- AD0447677
Entities
People
- H. Spitz
Organizations
- Center for Naval Analyses