Maximum Likelihood Estimation For Multi-Risk Model
作者:
R.J. Herman,
RusiK. N. Patell,
期刊:
Technometrics
(Taylor Available online 1971)
卷期:
Volume 13,
issue 2
页码: 385-396
ISSN:0040-1706
年代: 1971
DOI:10.1080/00401706.1971.10488792
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper we discuss a probabilistic model of failure due to competing causes of failure operating on a unit during its lifetime. Following Cox we term this the Multi-Risk Model. We impose some well-known parametric forms on the underlying distributions of the model and obtain maximum likelihood estimates for the parameters of the distributions. The asymptotic variance-covariance matrix of the estimates is derived. We give examples using the exponential and Weibull distributions. The theory is applied to data published by Mendenhall and Hader, who studied a Single-Risk Model.
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