Convergence of Progressively Censored Likelihood Ratio Processes in Life-Testing,
Abstract
The weak convergence of certain (randomly stopped) likelihood ratio processes based on the ordered observations corresponding to a random sample is considered in the situation where the hazard rate function of the underlying distribution is separable in its variables. It is shown that under mild conditions on the stopping variables the log-likelihood function is locally asymptotically normal. Some remarks pertaining to the general ease and applications of the theorems proved are also discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1980
- Accession Number
- ADA087057
Entities
People
- Joseph C. Gardiner
Organizations
- Michigan State University