Technical Note—Variate Generation for Accelerated Life and Proportional Hazards Models

Lawrence M. Leemis
Additional contact information
Lawrence M. Leemis: University of Oklahoma, Norman, Oklahoma

Operations Research, 1987, vol. 35, issue 6, 892-894

Abstract: We use accelerated life and proportional hazards lifetime models to account for the effects of covariates on a random lifetime. We find that variate generation algorithms for Monte Carlo simulation in both the renewal and nonhomogeneous Poisson process cases are a simple extension of the inverse cumulative distribution function (cdf) technique.

Keywords: 721 accelerated life and proportional hazards lifetime models; 761 variate generation (search for similar items in EconPapers)
Date: 1987
References: Add references at CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.35.6.892 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:35:y:1987:i:6:p:892-894

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().