Maximum Likelihood Estimation for a Discrete Multivariate Shock Model
研究了k元伯努利分布作为冲击模型，给出了模型参数的最大似然估计，并应用于哮喘发作数据分析。
Abstract A k-variate Bernoulli distribution with k + 1 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 (MLE) for model parameters is fully characterized. In the most complex case, the MLE is displayed as a simple function of the smallest positive root of a kth degree polynomial. An iterative scheme that converges monotonically to the desired root is given. Results are applied to the analysis of data on asthma attacks reported by Cowan et al. (1963).