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Problem 66-2, The Limit of a Product

✍ Scribed by D. J. Newman and L. A. Shepp

Book ID
124930547
Publisher
Society for Industrial and Applied Mathematics
Year
1966
Tongue
English
Weight
86 KB
Volume
8
Category
Article
ISSN
0036-1445

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In this article we derive the exact kth moment of the product limit estimator without any assumption on the underlying survival distribution model. An approximate formula is also derived which is more amenable to estimation. Under the assumption of the proportional hazard model these results special