Technical Note—Variate Generation for Accelerated Life and Proportional Hazards Models
Operations Research · 1987 · Volume 35 · Issue 6
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
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