ASYMPTOTIC PROPERTIES OF ISOTONIC ESTIMATORS FOR THE GENERALIZED FAILURE RATE FUNCTION. PART II. ASYMPTOTIC DISTRIBUTIONS.

Abstract

A general class of isotonized fixed and random 'window' estimators are proposed and studied. These include the maximum likelihood estimators (MLE's) studied by Grenander (1956), Marshall and Proschan (1965), and Prakasa Rao (1966). By appropriate choice of the window size, we improve, asymptotically, on the MLE. For 'wide' windows the isotonic estimators are shown to have, asymptotically, normal distributions. This is not true for the maximum likelihood estimators. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0688151

Entities

People

  • Richard E. Barlow
  • Willem R. Van Zwet

Organizations

  • University of California, Berkeley

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Estimators
  • Mathematics
  • Netherlands
  • Normal Distribution

Fields of Study

  • Mathematics

Readers

  • Statistical inference.