Simulation Study of Estimators for the Survival Probability of a First Passage Time for a Semi-Markov Process Using Censored Data

Abstract

Finite state space semi-Markov process find application in many areas. Often interest centers on whether or not the process has hit a particular state before a time t. This thesis reports results of a simulation study of the small behavior for three estimators of the survival probability of a first passage time for a semi-Markov process using censored data. Keywords: Semi- Markov; Kaplan Meier estimator; Confidence interval; Jackknife; Problem; Theses.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1988
Accession Number
ADA202069

Entities

People

  • Byung G. Park

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Air Force
  • California
  • Data Science
  • Distribution Functions
  • Equations
  • Errors
  • Estimators
  • Information Science
  • Markov Processes
  • Operations Research
  • Probability
  • Random Variables
  • Reliability
  • Simulations
  • Statistical Analysis
  • Statistics
  • Survival

Fields of Study

  • Mathematics

Readers

  • Statistical inference.
  • Technical Research and Report Writing.

Technology Areas

  • Space
  • Space - Orbital Debris