A small sample study of occurrence/exposure rates for rare events

1 October 1980

journal article
research article
Published by Taylor & Francis in Scandinavian Actuarial Journal

Vol. 1980 (4) , 209-225
https://doi.org/10.1080/03461238.1980.10408656

Abstract

This paper is an investigation of the small sample properties of various confidence procedures based on the asymptotic theory for occurrence/exposure rates using censored exponential survival as the underlying model. The following types of censoring are considered: fixed censoring, uniform censoring and a mixture of fixed and uniform censoring. The study is restricted to small values of the intensity and the investigation is carried out by computer simulations. The large sample approximations seem reasonable if the intensity multiplied by the sample size and by the length of the observational period exceeds ten.

Keywords

This publication has 3 references indexed in Scilit:

Maximum Likelihood Estimation in the Birth-and-Death Process
The Annals of Statistics, 1975
Normal likelihoods and their relation to large sample theory of estimation
Biometrika, 1973
Uniform Random Number Generators
Journal of the ACM, 1965