On the Behavior of Certain Maximum Likelihood Estimators from Large, Randomly Censored Samples
大样本随机删失下若干极大似然估计量的性质
In the case the survival distribution of a life length X is of the form ln[1 - Fx (x)] = -αQ(βx) for x > 0, where the hazard function Q is known but α or β or both are unknown, the asymptotic distribution of the maximum likelihood estimators of the shape and scale parameters is found for large randomly censored samples. The covariance matrix of is expressed in terms of the distribution of the random variable that can be observed, namely, Y = min(X, T); here T is the random…