Accession Number:

ADA188960

Title:

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

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

• Jacobs, Patricia A.

Report Date:

1987-09-01

Pagination or Media Count:

31.0

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.

Descriptors:

• *ESTIMATES
• *MARKOV PROCESSES
• ASYMPTOTIC SERIES
• LIMITATIONS
• LONG RANGE(TIME)
• MODELS
• PROBABILITY
• SIMULATION
• THEOREMS
• TIME
• NONPARAMETRIC STATISTICS
• MAXIMUM LIKELIHOOD ESTIMATION

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE