Maximum Likelihood Estimation for a Discrete Multivariate Shock Model.

reportActive / Technical Report | Accession Number: ADA093149 | Open PDF

Abstract:

A k-variate Bernoulli distribution with k1 parameters is obtained as a shock model in which shocks are fatal to single components only or to all components simultaneously in a k-component system. The maximum likelihood estimator for model parameters if fully characterized. A simple iterative scheme is investigated, and it is shown that the scheme converges to the MLE for any seed in an interval whose endpoints depend only on the observed sample. Author

Author(s):
Boyles, Russell A. ; Samaniego, Francisco J.
Author Organization(s):
CALIFORNIA UNIV DAVIS INTERCOLLEGE DIV OF STATISTICS
Descriptive Note:
Interim rept.,
Supplementary Note:
DOI: 10.21236/ADA093149
Pagination:
0023

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
TR-21, AFOSR-TR-80-1158
Contract/Grant Number(s):
AFOSR-77-3180
Task Number(s):
A5
Project Number(s):
2304
Monitor Series:
TR-80-1158
 Subject Terms
Joint Capability Areas:
JCA_1_Force Support; JCA_5_Command and Control
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*MATHEMATICAL MODELS, *MULTIVARIATE ANALYSIS, *SHOCK, *BERNOULLI DISTRIBUTION, PARAMETERS, RANDOM VARIABLES, STATISTICAL SAMPLES, CONVERGENCE, VECTOR SPACES, EXPONENTIAL FUNCTIONS, ITERATIONS, THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
*Maximum Likelihood Estimation, PE61102F, WUAFOSR2304A5
Report Date:
1980 Aug 01