Simulation Study of Estimators for the Survival Probability of a First Passage Time for a Semi-Markov Process Using Censored Data

摘要

Finite state space semi-Markov process find application in many areas. Often interest centers on whether or not the process has hit a particular state before a time t. This thesis reports results of a simulation study of the small behavior for three estimators of the survival probability of a first passage time for a semi-Markov process using censored data. Keywords: Semi-Markov; Kaplan Meier estimator; Confidence interval; Jackknife; Problem; Theses. (jhd)