随机排序随机变量生存函数的最大似然估计

Maximum Likelihood Estimation of the Survival Functions of Stochastically Ordered Random Variables

Journal of the American Statistical Association · 1982
被引 15
ABS 4

中文导读

研究在随机排序约束下,如何用最大似然法估计生存函数,包括一个函数固定和两个函数都估计且数据含删失的情况,并用数值例子说明解法。

Abstract

Abstract Many times, aspects of populations exist that must satisfy a stochastic ordering requirement. Nevertheless, estimates may not bear out this stochastic ordering because of the inherent variability of the observations. This article will consider the problem of finding maximum likelihood estimates of stochastically ordered survival functions for the cases (a) one survival function being fixed in advance and (b) estimating two survival functions when the data include censored observations. A numerical example is discussed in detail to illustrate the solution to this problem.

计量经济学生存分析统计学数学优化