Accession Number:

AD0688151

Title:

ASYMPTOTIC PROPERTIES OF ISOTONIC ESTIMATORS FOR THE GENERALIZED FAILURE RATE FUNCTION. PART II. ASYMPTOTIC DISTRIBUTIONS.

Descriptive Note:

Research rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY OPERATIONS RESEARCH CENTER

Report Date:

1969-04-01

Pagination or Media Count:

34.0

Abstract:

A general class of isotonized fixed and random window estimators are proposed and studied. These include the maximum likelihood estimators MLEs studied by Grenander 1956, Marshall and Proschan 1965, and Prakasa Rao 1966. By appropriate choice of the window size, we improve, asymptotically, on the MLE. For wide windows the isotonic estimators are shown to have, asymptotically, normal distributions. This is not true for the maximum likelihood estimators. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE