if-MART STOCHASTIC MODELING USING ITERATED TOTAL TIME ON TEST TRANSFORMS

Abstract:

Over-dispersion of a population relative to a fitted baseline model can be accounted for in various ways. For example, one way is by using a mixture over the family of baseline models. Another is via a martingale structure if the Total Time on Test (TTT) Transform of the population" dominates" that of the baseline model. Here these latter ideas are extended to iterated TTT comparisons and related to a martingale-type of structure, called a k-mart, between the population and the baseline model. These ideas are illustrated for a binomial baseline model using the Saxony 1876-85 sibship census for families with 12 siblings. In addition the construction of a" most identical" distribution in the case of 1-mart is presented.

Año de publicación:

2005

Keywords:

Fuente:

google