Maximum Likelihood Estimation for a Discrete Multivariate Shock Model.

Abstract

A k-variate Bernoulli distribution with k+1 parameters is obtained as a shock model in which shocks are fatal to single components only or to all components simultaneously in a k-component system. The maximum likelihood estimator for model parameters if fully characterized. A simple iterative scheme is investigated, and it is shown that the scheme converges to the MLE for any seed in an interval whose endpoints depend only on the observed sample. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1980
Accession Number
ADA093149

Entities

People

  • Francisco J. Samaniego
  • Russell A. Boyles

Organizations

  • University of California, Davis

Tags

DTIC Thesaurus Topics

  • Air Force
  • Bernoulli Distribution
  • Boundaries
  • Equations
  • Estimators
  • Maximum Likelihood Estimation
  • Optimal Estimators
  • Probability
  • Random Variables
  • Scientific Research
  • Security
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Combustion Dynamics and Shock Wave Physics.
  • Statistical inference.