Estimation of the Probability of a Long Time to the First Entrance to a State in a Semi-Markov Model.

Abstract

The problem of estimating the log survivor function for a fixed time t of a first passage time for a semimarkov process is considered. A nonparametric estimator based on an exponential approximation to the survivor function is introduced and its asymptotic properties are studied. Small sample behavior of this estimator is studied using simulation. Keywords: Markov process; Asymptotic exponentiality; Strong law; Central limit theorem.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1987
Accession Number
ADA188960

Entities

People

  • Patricia A. Jacobs

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Abstracts
  • Computational Science
  • Data Analysis
  • Data Science
  • Estimators
  • Information Science
  • Markov Models
  • Markov Processes
  • Military Research
  • Probability
  • Random Variables
  • Semimarkov Processes
  • Simulations
  • Statistical Algorithms
  • Statistical Inference
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Statistical inference.