A simulation study of estimates of a first passage time distribution for a censored semi-Markov process.

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Authors
Gallagher, Rick M.
Subjects
simulation
censored
semi-Markov
Advisors
Jacobs, Patricia A.
Date of Issue
1986-09
Date
September 1986
Publisher
Language
en_US
Abstract
This thesis reports on a simulation study of parametric and nonparametric estimators of a first passage time distribution for a censored semi-Markov process. Four estimators are proposed and compared; Maximum Likelihood Estimator, Renewal Equation Estimator, Asymptotic Renewal Estimator, and the Kaplan-Meier Estimator; the last three estimators are nonparametric. For the particular semi-Markov process studied, the Kaplan-Meier estimator of the first passage times appears to be the best for small times and the Asymptotic Renewal estimator appears to be the best for large times. The Maximum Likelihood estimator is sensitive to incorrect model assumptions. All the estimators are sensitive to censoring.
Type
Thesis
Description
Series/Report No
Department
Operations Analysis
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
40 p.
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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