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dc.contributor.advisorJacobs, P.A.
dc.contributor.authorKim, Seung Woong
dc.dateMarch 1987
dc.date.accessioned2012-11-27T00:24:06Z
dc.date.available2012-11-27T00:24:06Z
dc.date.issued1987-03
dc.identifier.urihttp://hdl.handle.net/10945/22478
dc.descriptionApproved for public release; distribution is unlimited
dc.description.abstractThis thesis reports on a simulation study of parametric and nonparametric procedures for obtaining confidence intervals for the logarithm of the probability a semi-markov process enters a particular state before a fixed time t. Three estimators and confidence interval procedures are proposed and compared. The different estimators use different amounts of information about the process. The maximum likelihood estimator and its normal confidence interval procedure uses the most; the estimator based on the empirical distribution function of the observed first passage times uses the least. An estimator based on an exponential approximation to the survivor function of the first passage time uses an intermediate amount of information; confidence intervals for the last estimator are obtained using jackknife and bootstrap procedures. The maximum likelihood procedure is the most efficient if the underlying model is correct. If the model is not correct the empirical survivor function estimator appears to be best for small times and the estimator based on the exponential approximation best for large times.
dc.description.urihttp://archive.org/details/simulationstudyo00kims
dc.format.extent54 p.en_US
dc.language.isoen_US
dc.rightsCopyright is reserved by the copyright owner
dc.subject.lcshOperations researchen_US
dc.titleA simulation study of estimates of a first passage time distribution for a semi-Markov process.en_US
dc.typeThesisen_US
dc.contributor.secondreaderBarr, D.R.
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentOperations Analysis
dc.subject.authorparametric and non-parametricen_US
dc.subject.authorconfidence interval procedure (binomial, normal, maximum likelihood, jackknife boot-strap)en_US
dc.description.serviceMajor, Korean Army
etd.thesisdegree.nameM.S. in Operations Researchen_US
etd.thesisdegree.levelMastersen_US
etd.thesisdegree.disciplineOperations Researchen_US
etd.thesisdegree.grantorNaval Postgraduate Schoolen_US


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