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The shape of the hazard rate for finite continuous-time birth–death processes
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Crossman, Richard, Coolen-Schrijner, Pauline and Coolen, Frank P.A (2011) The shape of the hazard rate for finite continuous-time birth–death processes. Statistics & Probability Letters, Volume 81 (Number 2). pp. 181-187. doi:10.1016/j.spl.2010.10.018 ISSN 0167-7152.
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Official URL: http://dx.doi.org/10.1016/j.spl.2010.10.018
Abstract
We consider the suggestion that the shape of a hazard rate can be predicted from the quasi-stationary distribution of the process, demonstrate that this hypothesis requires specific conditions, and both eliminate and suggest methods by means of which these predictions might be made.
Item Type: | Journal Article | ||||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||||
Journal or Publication Title: | Statistics & Probability Letters | ||||||||||
Publisher: | Elsevier Science BV | ||||||||||
ISSN: | 0167-7152 | ||||||||||
Official Date: | 2 February 2011 | ||||||||||
Dates: |
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Volume: | Volume 81 | ||||||||||
Number: | Number 2 | ||||||||||
Page Range: | pp. 181-187 | ||||||||||
DOI: | 10.1016/j.spl.2010.10.018 | ||||||||||
Status: | Peer Reviewed | ||||||||||
Publication Status: | Published | ||||||||||
Access rights to Published version: | Open Access (Creative Commons) |
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