ON THE MAXIMUM-LIKELIHOOD ESTIMATION OF FAILURE PROBABILITIES IN THE PRESENCE OF COMPETING RISKS.

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)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1968
Accession Number
AD0666400

Entities

People

  • Charles Anello

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Estimators
  • Mathematics
  • Maximum Likelihood Estimation
  • Measurement Transportation Algorithms
  • Nonlinear Programming
  • Optimal Estimators
  • Probability
  • Simulations
  • Statistical Algorithms

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Aviation Safety Risk Assessment.
  • Computational Modeling and Simulation