臺北市紡織業與食品業廠商存活期間之分析

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(1)~ * 'It * ;t :IUI. ~ <l'. 211:. ~ ~t. j. *. 'it Hi" 11 992), 59 -9 1. -E1~l:mf@j*,~W~~~Jjffrm. ifmMrdlZ7tfJT. ~jfi[~,jjt!:tjJ]*. ~. too. ,f..';:' E1 ir.] ,(i Zit- ltjt;8j 4. no JIR ,., ~~ ir.] ~ -1tJl.Pfr ~ ~ -t IY.] lJ •. t~ ·J~UI~ Jt iL ' 13->J'I~e.i!.fll- ·At1 t gamma 11'-~e.. .xponential, Weibull , lognormal. :f<:>. 0. ilil. Cox ,)0 it!k. ( GGD ) .fJ;- ~rlt!}att11'-fil.~!\. GGD • -A->l'J m-€I';lt:.. q;- . it .. <f. :. ~ It:f<:> ~.:'o. ~Mlt~.#~ft~~o~.;:..~._~a~~~.~~~~4~_M~*.~~. a,tlJl.t.~ . ~ B.f ";ej ,I;\!A$.· *- ·J ,~.Jt.Ii(.~lf~ ·1f.~4j'l;-MM~*.iE.f.;JIIIl-l~· ilQJl-t-.."o.. ~ 4 56 JIR foHrl A!Ji ;$ ~ M" .. -f. tJ~. W"# 1:1 ~. 0. :i.1l a 1M ,(i I!"J ~ 13-& "p 1t J;I~ GGD A.1it. ~ 11'-. *- ~ ~ ~. 0. .. j'f. tt71 53 IJ ~ifX7ti*ijI.m1~lUf~JjJfMIJt.ll:~ ,ifJ(~*~fl!~if~JiJfij(± {'F:%tjplj~itI '±~ iI!I /J \ldl.trtJif~ JltJJf.Iit • ~NiitlLm:~.faiAtr.J.fUIU! • lI'?i.\f'f.~1?'lUHjUtl1TlrDJliUft~fdlf 0 0. - 59 .

(2) 1.. ~. •. tE;fi-=f I~it lJ~ cp , Ifrm~J&~ EI ~~ eqffiiR.~~~ij[~~Ht-]m~ , f9lJ"tlo : ~~~-ftA O ~~Aft~'~~~J&eq . EI~~~~7li@ft.(ttl) o.~. ~at O ~~UB&~&~*~~~~~~m.~~,~~m~M.cp~~W~n .fi~J&eq. •• ~~,.:a~~,a.Ad*'~~U . ~eq.A~~$~,ft. W~ft~~~. •• oH~ ~ M~~~~.~*~~W~aeq~.m.·~.~m@. m~.¥ ~tTJ~d~.~fo. DO. 0. t:i~!1!!I~H~l~~ lt -t~*~rftfeq~mft. ..~ , E! EBit '. ~~iteqf.£JJtPPJi~m~. ,. ~~B$~*ill ~. A ~ ~$~~'~~~J&~iR.~~~~*~~~~.~e~~ M~.~*~.~o~~ftA.~~'.~~J&~~~~~$.~~~mcpE!~eq ~ttfFffl. '. @-.~~m~eq1ft~U~! ~M ~~f~ ~ ~IY-J~. ~~. , m:/J\~~mfl~. ~.~CP~-'~~~.~~~~3~ft~.~ o ~ffij~~ft lJM.lm ff$~15ffiieq;f§lH1m~~j>. , ~'l~. (. 1985) iifttfljjJ~~. ~~~~~~A'~WftdA.fi.Meq.~~fio.~ (WOO)~~ - ~.eq~ . ~it* . :g.ilU~ £B"#$~". , J:iJm~lI#.JiJT*1!f{ill:~llt :;$:3Z:Z ~ eqtmtEm~ 0. ~~~.~A~zMtt'~ . * ~ ' A I.mAlt'.*~dA.~AI.mAlt n~~~,~~~~~~eqff$~~~ . ft ~~o. ~.E!~~_m,tE~~~eq~fiCP'~~ffft~~~~~tE~~'J:iJft.~ ~;!twll:~:iiffijjJH/j~~ J:iJ~~J&eq. ••. , ~fjm~.1MWfz~"~J&" ( failure). NIJWfz~~J&eqra~.. fl!,-eq:g~tm~~eqff$~. ( survival. ' fA'lm"ra ~ I¥" (hazard rate). 0. ; ;ttff-~!6J:. rate). 0. ~-;f§. ffij~" ~.ff$1!lJ~~J&eq~ ~ iN. ~,@g~ ~ ft~.~ffii~~,®~acp~~~~tteq~.a~,~m:;$:3Z:~~~ . ~af¥.~m~. ( stochastic. process model) * 1»l ~Jfitijff$~ 'ft:Jrp,a. - 60. 0. ex.

(3) ~~~~~t.*&ta.4~_M~~*. t'f ~~ ~ iji ro~ mut-] tJf ~ 1.1 it ' !f! jIc ~. Anderson ( 1954 ) 'iii ~ £{ - *'fl1l=ltra~ 11:. ( temporal ) ~~*7HJTWd:~~~ (social mobility) ~r.,~~ :;*4J::~. . pJT1iilj~~:!lel1fi~f~ii. , OJ~Ii@\ffl~IJ.~. fjJ1,i Markov f~Ff (Markov process). 0. ~~m'B~-@~~~~~~-~~~Ff~~~~M~~~'~~~~*~~* ~. ~**.~~~~o~ffi~-~~~~m'~.~ft.M,g.~~~J::~W $"ff~. ,. ~M¥H.iic:p. fZg~{tl!1M~m~fftfi11: (cumulative inertia) m~~~ff~~flUI~d:. ( tt2). 0. •• ffm~~~tJf~c:p,~t'f$~M*~~~~~."~.ffm_M~~ 1mjffi~P , {9lHm : Dunne, Roberts and Samuelson ( 1989) o"i'lJ ~~~fttfi11: ~~. ~~&:',1l\fftE-t!2~;!~~~~~. , PJTQ/.*~{Jj:¥c:15.ti'B'4ra~~~~~.~Jtfl~~OJtm '. ~.¥f~Q/..~m@Gm£N.WoAT.RqM~.(. 1r~. El ?t.~~7t( Markov. ¥f~f¥Ff. ; Markov. f~ff~~-fm:1t.~ semi-Markov f~ff (~ Markov. renewal process). 1lt-Jiljf@jffm~WU~Ffl~~~~li ~1J[J~~J:&_rB'f~~. •• ~mtt)~Mtt,~. ( accelerated. 0. '. ±~~:15:fjH' Cox ( 1972 ) ~fi~~li. failure time model) , fflim1<.::J&~m~.~. 7~~_M~~B~~~.~~~.~'~~~~~~fflT~~ . o*~c:p~~7. exponential'" Weibull ... lognormal. fo. ~~.~~'Q/.~~K~M.~~~~ ag~i\;. ••. El. , jim. ' ~IJftff!'OJ£Uim;fi*1t.T~~~~. ~-£3:~. ~3~o~~:15.~~*~~~fi~~. , {3~t:1J$J::t*m~*w,I{J;J.$ ( Maximum Likelihood Method). m5il'£¢t'f~M~~ltn-'I!jHD=~~~. ~t.. generalized gamma ~@t/j. steepest descent. 1.1itfo. ,Jt~{J;J.. DFP. &m. 0. *~~~aEm,~.-m~.~,.-m~fim~~~~M:!l. . . :1J$&W.. ~~ ~ ~-~Oo.~~@~-~~~~~~.ft.m.~o.~m~~~.~~ *.fi~fi.m~~.o. •• -.~M.~ • •. -61 . tJf~~@~o.

(4) ~~~~A'@~m~W~~~~~ ~@ ~m'±*7 ~M~~ ~~~' ® ~ ~eqFof:t4 ~~. ¥IJrP~;!!f'F~rr~' 3lrmiR:~ ;fJ;JiHUJt~. ~i1Nf.tfJU~ $~~rP ~;ii f'F~fjeq7ttJT~ .. Conduct-Performance) :WH~~ro' 1Hi ~m~M1Hi. 0. , ili: ~ ;li!: ~*1f Harvard. : ~~-rri1J- .~ ( Structure. pJTQHiJf9EJif Jm~ ~ rP ~ W~ffl<: ~ ~fj~ Il'- WHDWn~~. 0. §~EO~~¢AA~ * ,m Mf.t~~ &~Arr~eq.H,~* ~m a~Aeq~ ~~ [$1iilzl* 1:' 1::£®51~7-il$f~HI;f§!U] eq. ( 1962). 0. ~WW~RHJf9E'. tzD : Mansfield. a l£ ffijJ1.t~:1JiID ' ~7 . ~~&Vij~tJ7®~~UJl m ~ ~~. 7} , £f-a=01f.~. , J. C . Kapteyn &. R. Gibrat. ~~m f~ 7t WC((']Im*,. '. 3lrm . lIt V jit±lpJT ~t1Jeq. ( 1962 ) ~IJ~tllfJHf ~ M± !lHIi( 1iJf9E. . imeq~:m:. m~lljfHI W ijD*m~. &i ~. Gibrat. ?ij'{IJ ' B 1&fi Mansfield. 0. &UlUJaN&&Hf8 t±I WG9;J&eqm~ , pJTse¥IJeq !fil i±~m:mt-t 1:~,;t1> 7Et~. 0. jIT~. *a:£-=fI~{~~*&.$7trm~¢~ ~ , ~&:1i;:l&eqf{EI~B iiTill~ eqifi ~. 0. ~~. :r.:t. 1980. ~¥'J 1989 ~' . &i~~J& ~ El ji~:JI ~7EFo~ ~. ; Beh rman and. Deolalikar ( 1989) ~mElJm:~i§!!2 1975 $~~tE((.]rp*~ ~~~K& im ( 20-".0.. 1:) '¥1J7 1986. ${J)~ff$~*eq ~ ~¥IJ- *o·~ ~ ftU;r. ( 1990). eq1iJf9E rp~ *. '. ti ~~~~~ M~$~~~~~Z®~~&,~¢ ~ m*~ ~~ 15%~~ ~ '~ ~~Jif&i~fi-*eq~M"ffltr+-~~1:(tt3) o. .&3l~m~eq.i1J~lItZ*,f.t~~@~.&.i1J rP~®~' -~§ * eq-=fm~.,~~_~. • • • ~.7. ~~. a ~~ ~ ~o*M~~~~~fi;f§ ~ ((']1iJf. J'E1J?iW ${J} PI ~!gfD~&i:kJ&~lMJeq@ ftI ~ ~~. eq :5cC* 7t }jlj-=f ~f)-~. - 62 . 0.

(5) ~ ~I:. ...,.~.. 2.1.. -t ~~J:, f,- .. JIli ~yt,A>j rJ! <-s,'-{ry. iJf 3'l h ~~l€JlBJX~ ~ nNj:~H $~*=Jt\!:Jttt~ifiQH~h lID r.,~ aD~liJf~hf! 'Mans field ( 1962 ) ;¥1j ffl. 7lTt/J\~$m~. ~. 0. ftw. ( minimum efficient. size ). , ~M )i'ifrml'f.J Ji! J'[ ~. ( search ) ~1If.J~ tE ;@ OO flj~cpiliJJlJ+.l!'f.J;m1i1J{tz. RniflJ ffl lttB1CT- ®Hi If:fj t¥:J ¥ ~ ~!f;l ( 1985 ) l±\W1iX~. aqjl~. 0. iH~~. '. 5t:IttWJiX. ,Jovanovic (1982 ). . *~~1~HttfPJfiffiiR.r fl'iBmi!5 l:f:r$ ~. iflJ JfJ ~ Ill! ~ ~~ ~J;\; ~ jffJ. ' 5tlJT ti 1It±tB [g ~ -=f ~ J~fffjj (r.rhoA '. 0. ~. Dunne , Robeds and Samuelson ( 1989 ) :tE lU&l ~~~~~ I .fiaq lit. ~~~f&r.,~a~. , lm~m~tt-r;&1i::f~jf(gEl Jovanovic (1982). 0. Hudson (1989 ). RIJ;¥IJffl SURE ( Seemingly Unrelated Regression Estimator ) ~g1 - ~t!rdt ~Jmff~ t¥:J ~~ o. "AJl='=i!Hr~~ ~ Wf ~i~t¥:JII,'fU!J!i!t~~~rB'~.rrf! tlJfJjltl\J'ff~~tt¥m~ - Ma,rkov ~rr;. ( duration ) ~. 0. ( time independent ) ' HIJ. tIJ~tE~rlltIi:~~~:iNJfi~. m~J( tt.tt. fti'fLm: ~ t¥:J f6 U tIE UL. '. ,. ~~~ rs'. McGinnis ( 1968 ). JHil ifH~. (cumulative inertia ) t¥:J~~.nnHHJtffij ~ 0 -tB~ffij Ginsberg (1971) ~m semi Mar kov ~J1'*ft~-jt aq Markov ~~ , ( 1979 ). f9lJ'tUl :Lancaster (1979) :m Ginsberg. 0. tE~~ -~ ~M~:~~~.~Mt¥:J~M~~~~ - ~~.t¥:J ~ M~~~. ( tr ue duration dependence ) ,1i1t1!f~!la~~;lt'8:ft~ Fd3mrUHf!.7f'I'iJJ[t¥:J!!ti , pJT ~~f.iXa~ -liI~tt~Fa' ~iH~. LB1 ~fl~. I. ( spurious duration dependence ) ( tt4). tllJ*~1MIlJ 12H~~J -t7JW·~~~:mIUlt¥:Jl!ti. '. o:m ~. aIJ ltJ\ ftMiHl~~U~R. . ~ ~._M.H~~.~ .~·~x.~~~mft_M.~ o 'tUl*.~ft.~ ~ ~._• • ~A • • M~M~'~'8 ~ IlJ~~~-OO. 1Mfi~ - @.~ • • ~~~ ~;tt.9aJfjJJtl'l'9f~~. ( an. index of the degree of ignorance ) (ti5 ). lI* ~Fd3• • (fJ~1iIlJ~Z.~~• •1¥~~~1¥ t!irr~.~Fd3.m;~1¥IUJf*~~fiIij~15lt. '. ( hazard. .El.W~M:lI3M. - 63 . 0. r ate ) '- ~5c~ rp. COX (. 1972 ). 0. - ~.1t~J.

(6) #-lja ,A.-. 7J i!t1Jl. 1'8: Ji.& $. ~~ ~ ( proportional hazard rate model ) • Cox ( 1972 ) , Lancaster. ( 1979 ) , Kiefer ( 1988 ). .1Jt!tmJ ( 1991 ) fD ~~~~~aJl~ ( 1991 ). .~fin~ o ~ - @.~. •• ~fi_M~~~~fi,ma ~ . * ~ _ M~m ,.ue m~ fj t~ ~ ~ fi. ( accelerated failure time model ). Prentice ( 1980 ) 'Lin ( 1988 ) &~il ;a ( 1991 ). iII*!t Cox. ~ ~~fflji. Kalbfleisch and. 0. f~~mtl:H!t~Jil~t&IY-J)(.U5H'6t I:I:H~. ,. ~. FoUman n, Goldsberg. and May ( 1990 fa Sleeper and Harrington ( 1990 ) , .R ~ia - ffiHt ~ fc1 ft . ~~~~~m·*)(~~ti~~A~M o. 2 .2 . .mti~~:mIU!3ttt Qrf~~JJIJti~j&im~~~~* 'J\. ... Nifti fD f.OC ~~ W;!t ~ ~fQ;~~ aq lDl 1*Z)( 1l*. ~ - fm.1r~ o. ~~mm ~ ~~aq~. ,*.m~w~~~~~ ~ @ ' 0 & ~~~n. mrrm. nLJ: ~r:r~ ~ , mt~U5uNt:JNifYm ' itm ti ~~~ r-J1'8:~~iJF~ ~ B1"~ i1 ' E rrm~ .. ~lifl~,*,f~¥lmnt. ~ . '-l. ( 1985). • f9lltm : Marcus ( 1967 ) fa McGinnis ( 1968 ) ~. '-Ml.~. ( 1990 ). ftJ 15tit~. ...t.~/J\Jjf~mcaqm~~~~ aqttH~. 0. ~pq1:Jrm. ( 1991 ) aqUJf9"Ef.lim-ti!~'H~~rJii1i m~. · 0. EI ?i.\:@:tEl!-ttnrp , j\: ~ fffirma · rl:J'~:Z!:~fi. mmftJ~~ $&~~~~~~~¥~~. ? ~mm ~ * ~. ~,~ mti~ ~ ~~£ s~'?'&£~f.lI; ?. Behrman and Deolalikar ( 1989 ) w.l Arn1t'ff:;(£~ jljJ gWiIJg. ~~JH~ilirtffD ~~1J!f~IZSI}l. • PJT.l21.lfmrmm!'f.J:;',J]\ ( jiI AIX ) fD . ~ ff ~~ *l mt. M~~.·~. ~IT ~~. rm .~.t PJT .l21. ~~~ ~~.fi rp' E ~.~0=~~. ( quadratic ) I¥J~~*~. mm* /J\ :fD ~Ii:~l't-Jfjf.J ~. 1iI1fw lit · Auster ( 1988 ). 1'f..Huf*i§IHfm '. to. 0. Dunne. Roberts and Samuelson (1989 ). ~*ro'mfil¥Jmfi* ,j\stt1~~fUt~JltI't-J 1ff~ ~. 0. QJ Jt~ Nij ~ ra' rt.J. ~~ , ~~~~m~rpl¥J.~ o ~W.~~ ~~ ~ ~ ft ~~1:J ~ r-J~.· m~ ~~. - 64 . ,.

(7) &4~~~t. ~~ iQ fr~ pJT+~. 0. •• At._*~_M~~*. +{l~&i}1.XJi.~Iy.Hflm*/NIHtlD 1E~~firm. rf.]m t~ -jQ * ~ Sl ilj~ Jtt ff..J .$. 0. ' JUU7JhX;.rr1J1i. Dunne, Roberts and Samuelson ( 1989). ff..J1l. mM.Wm , •• ~ .rrqm m~ * .'K~~.~ft~~~~~ ~o ~~~. ~ ~&i ~. ~ ~~ M ~ ~ ff..J~9, -•• t O ~R~M,~.m~ J:iY-J~~i~ z .~1iJf ~ ft . +j>. , lZSI~:tE.IltzfliJ.:tE~z-f$}jG~iY-Jjt*4CJ~~ffl. 0. B• • • iY-J'-~ ~~ ~~ 7 M~m ~ ~~~iY-J~~ft'~~.~J:~m~~*jG ~ o. fi~ iY-J B~~~ £~a . ~ M*~~'fuU. IlJH*. 0. ~ ~~. ••H~~~.~ft~.~~oo~. McGinnis ( 1968 ) fllltml±l7 - M~~rfJ11li~ • t:e~fE ~- M:t7\~l'";fi'ffl. ,. ~Ij Jt)jftliffE~ OOll7t mHf.]iI~iJ~*~{j£. ~ xfi!1;§: @j~ii. 0. ;ffjfd:,@"il!3£j';JlVf~ r:p. , !j!~£j';J~~. ' fl McGinnis ( 1968) 19.. Ginsberg ( 1979) ( tt6 ). 0. flI.tE~~. ~ e r:p~ ~ .~rfJm . ~~~&'~ ~.AAMa~.·~.~D~.~.~.fi£j';J. I{'f ' iQ lltt~ Ilff:~;!t 1*~Ijt ( reservation wage ) ' ±i:lm;)t~ft ~~~ll;I\giY-JlI. $. ( f;t\ ii!El~. (1991 , 1992 ) ) ( ff7 ). ~ 1'f.J~ &j:1t fB ~.JJ1! ~f1~ {l!. ~~a ~ . iY-J ~8 o ~ @ -t!~d~\~ ~ PJT oo; ~ IJ. ~~ A. ( §i8). 0. 0. !;t1iaifilHfft5lr-J~1iIrJJmfifii § , ~fft5m!. + ~ 1t*flI:. '. lIijrf l'f.Jm:~$. ,. fE.It~~~\~tt~+. •• ~~.ft~.~ ••• ~ft~$,tiM.~MI'f.J~.. 0. ... ••. •• ~.&,~~ .~ ~mM ~ .~~~£j';J - 1iIa*~~*.,~ ••. *~~ .~.~iY-J~m~ ~ , .~.~~.~. ~.g·~_. ~~.~~~. W~,~tt * ~~~~ ~n' W ~&¥~ lli M~~U~o~~~~E~J:~~~~ ~WH4i.tUJ\~ ~ &i. '. ~ ~ ~jt*:!i~.£j';Jft~~-t!!~iflj. 0. Lomax ( 1954 ) ". Dunne , Roberts and Samuelson ( 1989 ) 'Hudson ( 1989 ) fllM~IH~ ( 1990 ) ~iB~i1J~ @ *6 m. 0. Altman ( 1983) £j';JlVf ~ ~IPJl . ffJH'ijIJ hX;.rrZ~J]ff~~mJ3 WI (honeymoon period ) , l1t ~llifiz ffii *iY-JflIJ;li!;-~~fO:~AA' m~ Marcus ( 1967) B'-J~$. - 65 . • at.

(8) @m~~e*,~iIJ 5fHLfFft: ~. 0. Behrman and Deolalikar ( 1989 ) ~'g~fi l1N~ .. ~~~ ffij ~ , hlifit~ ffiE (t-] 1*rx. • . 8;!t2p1JlJHr-Jf*ltJlIJ ~j\ Preisendorfer and 0. Vos s ( 1990 ) JIIJ 0.~~1m(f.JfB~~fD ~~Zrl'!' • JlJT¥mDq ~ - OO 8 i?iHft 81~ ~. ,. ~ ~ ~$~~~~ (f.J mo~ r~·~~~~ - ~~~ ~L~ o !iM1R~@rl'l~ Jm. • JJ~~~ - ftijff~*5* : Van Fleet and Van Fleet ( 1985 ). ~ ~~ifJti nHififfi~ iftt-J$J&~ ' Mz~!I;f. jfr± ~ f7IJ. 0. Staber ( 1989 ) £{tJu* * (f.JI A-€;-f"F. • i:!!~ m -€;-fTId.lf.Jff$$~~.~rJlTIf2*ff*-,- - ~-M:IY-J!JRf*. iIDft tzDllt ~~ f t(f.JfS~. 0. , ftiMf:i'1!t(f.J~~~iJ I.tt$'~OO ft~m.~?"~fta~riJlL.\. IY-J ~~ ' ~*XIY-J~li~~~~~~~~ o. ft Gibrat. r.;~:m!iI~r. ~.jfitijJtX:m:~m.t~;t~ (t-] Hi*,*. ·. • m l±l7 mGW. Gibrat 'itiltll • X "' ~~lt{9lJJiJ(;-&7!~IJ ( proportional growth law ). 0. ~~ .rm. ~JiJ(;~ .~£*.(f.Jm.*~.~ ; H~~ -~M¢·~.~3~ ~ IY-J~A~. . ~ Et-J. 0. ~ JLt ~ 1M 'i" ~ ~ ~ ~00 ~ lInUfff-I!!6 r",~1m. jR tJt*it~ ii~~. 0. ~m-Wi~. • ~~;ff ~~OJJt '. , Mansfield ( 1962 ) ;f[]. ~JHfHl~ 'Nf.J~f§jlt~~~~~. , ~iJJ~~It~*. Mrjlij~J& tr.Jm. Du Rietz ( 1975 ) ~ir~. lOJil(f.JJtiti~$-tI1~*. flt1Mif,i~lif~#$~~~r,,'IY-Jj!;A~~~:A - semi-Markov §~. t. 0. )l. ~ iij~. ~ ~~~~~~- ~(f.J~~~~,~~ft~~~- ~~~~~~ , ~ ~~ -~~~ I't-JJtt ~X PJfi~"I!&1&AA:~". ( absorbing state). ( a 9) 'ffiLEljJ[@j~Fa'~ttJ6 JE. :;r;~~:a~ o. 1Vf~~@j r,,'1m. W7iEil'. ' f:f - lIJ6ma:~IY-J~*~* : 1.m~":tf;mff $I'fJit:.§ ~~ra' 46 ~J{. 2.JfBf~~. MirdIrr-].~fiIffl!~-~' 3.A1im9C~&;Jt~M~iE!N.£,~ 6jJ Iit. 66 . 0.

(9) ~ft • • ~t. ~£~a_4~MM~~#. 1!i!~ ~ 1¥m~. 3.1 .. AE ~ Xi ~Xilf&i:tt~ i Wl~pJT J.a I¥JJI'd~. space) ' Jt CPElMJi~fWiI¥J!j:tf~W jf~ I¥J!j:tff.tt. 0. ,. X,E. t '. t~-Jtli:~~rEl~ (state. {£*)(a~t$im~cp,. t= { O,l} ,Iii. Xi=O Mf~ ~ rmJiB;~ $I(l&l!7\~ O )(~ T ~~ i :tR .~IY-J MfrEl~ , TiER' l3. O;ST, ~T2 ~. .... Xlfl X m~. 0. ~ 1E ~ &iffm ~ 1§I¥J~~fM~. ~ ~ItI\ ~I¥J~~ ~-IlJi .~.. ( stochastic. process model). ~ ~£3: HJH~f~}i[tt. 0. ,. 1iicp ~zllJ!i ~IH~ I¥J~ * tEf7q. ,. pJTB~fl. 1Wi ~~-m~I¥J ~~ t~~H{lJm~Il.ifi~;fllf¥. 0. ( homogeneous) ,. l3. JiJT~P.i§WH!! ~ rEl~~f§EJ;jlz:. ' Rfl. # ftfl~ fi. ~I¥J.&i~~ • • ~~~lif§~ U o~m ~ &i:tt~MMf~l&I¥J ~ . ~ ~ ¥IJ Ti AA 0MItI\ ~ I¥J ~fil. ~ti !j:tftt Wfz ~ Markov ~tt. '. (memoryless) ) , ~ ~~ fj~ttEt-Jf~J~ flIJIJ4f'F Markov ;f~f¥. 0. (. ~ ~ z1l2ti. tmmft{Ftftm:. m ~ ~&~~~~a~~~. ~. ~~ **~~l¥Jm.~'Rflfffi.ffl~qM~m. Itxtt ( time dependence) ,. flIJPJT~gtl¥J ~~~ 11X semi-Markov f¥~. 0. ill ~fiJm. Mf ra~1IH1H! ~ ~. ~*:5( pJT IUH" Et-J~~z - . fffil3. i!tm ~zil2~ ttIY-J{I1j~iE:::t:~g.. W'. pJTB*)( ~m7 semi-Markov fjj=f. 0. ~ ~J:~JE~~. p (X n+,=xn+I,Tn+I-Tn ~ t I Xo,··· ,Xn ,To,···,Tn =p ( Xn+,=xn + "Tn+,-Tn~t I Xn fl~pJTfil¥J. 0. J. J. (1). nEN, XnE (; . tER+ 0. fi!ij]~~ff$F,,~ ImEt-J ~ t-t. ( lila). :. '. i& !jif'Hlf l¥J{tgt1Ji'id~f*!t $~ (life table). ~relf!j:flHt~JI1X-*§'~JE®ra~I¥J It JIJ It, 12, ... , In ' ~ra~l¥JftJlt-~fffi §. m ~ ' m~#@ti~ ~ o ~. cp~ ~~ M :tt.- .M* AA~.W~~ ~l¥Jffml¥J~. 13. 0. jJ 7l- -@l ~~~J:IHt-Jltfl 1J$. estimator ). 0. m.mgfg:. h( t ). ,. ~fIJfflpJTm~ .~ltftITA. Z JE~~. - 67 . ( hazard function.

(10) p (t;;;;T;;;;t+6t I T>t) h ( t) = lim - - - - - - - 6t f ( t). (2). S ( t) T ~)~f~~J&IY_J~ra'. S(. 00 ). =0'. :x:.. 0. S ( t) =P (T~t) , ~"if~lY_Jff$im~ , ii S (0) =1;. F ( t) = 1- S ( t). ,~.&ift_])t;:J&~fJ:. 0. ~~:ft~iIi:ifl-@l~*I. IY_J~M~~,~~~ft_]~~~OC~fJ:. P ( t;;;;T;;;;t+6t). (3). f ( t) = l i m - - - - - -. 6t. S ( t) =exp [ - H ( t) ]. :Jtcp. H ( t) =. (4). f 0t h ( u ) du m~fj~m:~~ ( integrated hazard rate). 0. flJ ffl. (2), (4)A"6J~. (5). f ( t) = h ( t) exp [ - H ( t) ]. ~7mili@r",e. 0. generalized gamma ?t~ ( GGD ) ~-£H'~ft_]I!9@Wt~?t~re'. ~A~ft_]~~fttt.,~n~~:ft~M~.&iff$~mr:pft_]~.~M~~~.'~ £1.:ft~;.'5.ti:7. exponential , Weibull , lognormal fll generalized gamma 1!9@. ?t!fl:""f"6J~ft_]fi5IT*B.o ~. f..l. (M~ii). =0' a (~*~) =1 ~ , MHt""fft_] GGD .$1£tm:~lt~lD. ""f ( 2:11) :. - 68.

(11) ---. -~--. --....:::::;:-. -. ~~~. et r (. k f( t). JEii k. = [. k. .. •• t .* ~ta.4~*M~~#. I. a ). J exp (. -. e t" ). (6). f.\mt~$~ (scale parameter) , a ~*JlI*~1t (shape parameter). ~[JW: k""1 jffia=1'tllJ GGD ~[Htl& Weibu1l5Hic. GGD illftl& exponential5t~. 0. 'i". k~1. 3<. a-4 00 ,. o. 0. ;fi k=1 J3.a=1 'JltMt. alj GGD ~illft~ lognormal. 0WC o 1£ Wei bUll 5t ~ cp , ~[J W: k> 1 ' ~,. ~ rt¥i *=. rue IY-J m~ $. jl~Hift if ""1 MIY-J ~ 110 ffij j i. RPJlt""11'J';] F (t) ~ f (t) 1:f-@J*=J&I'J';]~~.lt~ (IFR) (Increasing Failure. Rate) : ~ k< 1 ""1 ' *=J&I'J';]fi2~$ffp.ifHi~rl3~I'J';]~~jffi~j> , j]t~1~ aq F ( t) , f ( t) ~1:f-~l1iJXI'J';]*=J&.lt~ ( DFR) (Decreasing Failure Rate) , RfJpJj-~1'J';] ~f1HIM:fftE. 0. ~[JWJpJj-jzJi; ,. Ii k=1. ~ Weibull {j!~ftl& exponential. ' t£Jlt71~. T tt-Jfi2~ l?Ei txA ~ lE'MlIk ' ::flZSl ~ rl3~ IY-J::f FoJ ffij Gl{ ~ rnHt ~t\H!f.! II: A semi-Mark ov 0. l~~tt-J1W~iE.~~jffi mH t~ Markov f~~. 0. Exponential 7tWCl'l'J';]fB~j?jHg: i5'm~~~ Z ~~~ 31fPJ~ tR~ h ( t ;z) = h (z) • 11t~-3®Mt~~. . :!tcp. h ( z) PJ0~fI ~ ltftaq~E!H!~~~ , ~[J ~ ~ ft. .;f,t:rp /3'= ( /3. ~ Z 1Y-J ~ .R~~~~1§fA Z/3 ' alj h ( t;z) =h ¢ ( z /3 ). /3 2,. "',. /3 n. ). ~~!$~ltaq[PJ m: ' ¢ ( • ) ~-~~~ i?Ei 1t. £I1'J';]~MM:Jt, ~'M~1'J';]~01'=ft: l.. ·. I,. ;!t~:jf #( AE~PJj-~. ¢ (z/3) =1+z/3 ; 2.. ¢ (z /3 ). =. (1+z/3 ) -I; 3. ¢ (z/3 ) =exp (z /3 ) 0 WJ~Jjf~,~j fr ¢ (z /3 ) >0 I'J';] MHt!: 1'·fi~~1:fI'J';]Z~1:fW.I'J';]~~ o .=Jjf A. ffl~~ .I'J';] .~~~· ~ 0*~ rf.JfB~ID5ifg:tE exponential 5tWCl'PJ~~1&. (7). h(t;z) =h exp (z/3) .$*11tmglt~A. -- 69 . -.

(12) f ( t;z ). = h exp ( - ht ) exp ( /3 ). f ( t ; z ) = hk ( ht ) Hexp [ - ( ht) t. f ( t;z ) = ( 2. J(. ) - ""i kt- 1exp [. (8). k. J exp ( z /3 ). - k 2 (loght )2. (9). Jexp ( z /3 ). (10). 2. hk ( ht ) f(t ;z )= -~)t. ka-l. exp [ - ( ht ) • ]. r ( tl. (ID. ). r:f::1j'5~ $l;:~~ra'~.~;fI~Ht~1Jiiff Wifj, ~~ EE. C OX (. 1972 ) §. JtmttloJE~. h ( t; z ) = h ( t ) exp ( z /3 ) fQ:~,*~iIJ~ra' b (t) ~~~lt Z Ef.J~. ~~~~~. 'ffifO t,z (t-J~1ifFffl1m1UJ. 0. fQ:~ ill5i. ~~~~~~~-~~~~'~~~-~~m ~m ~~ ~fQ: ~~m~. ( proportional hazard rate model) ( H12 ) ~x~~-@~~m~ ' ~m~. 0. ~W~ ~M . ~ M ~ - .m~~ , ~. ••. ~i.\~:. (3). h. t; z ) = h ( t exp ( z f3 ) ) exp ( z f3 ). 1m j!$l;:J&~rEfJ~~. ( accelerated failure time model ) - 70 . 0.

(13) ~~. ••. ~t.*&.a.*~_M~**. :fJt 1M"5J ~ ¥i ~ tElt i7lJ1E~ ~~~ cp • ffii~~rd'17tgc~0:~~g~rxrs~~~BPJ~ •. ' ffiJ 1Jo ~~Wl:O;'j nmt@1JlIJ .ttti:m:iiiltiO;'jrs~7Hu:~5HJT •. pJT 5§!~ft:J~tifG:~ ~IY:J?tm:. IlJm~Et-J~!~fe:Jt-lIlfA~~~~ra'~~trJ~.. ~1!;i~m:~$~T 5J' ~IJ ~~ rs'~. '. ~~~ ~ ~~~'~~=~~~li~ffl~~m~ o ffii~~M7tre~~~~M&~~ 1[ f'F ffl B~ 1m %. ' 1:E harm ff mr~~M r:p {fP¥ ~ ~.g. I! • ffiL§.*XlVt ~ IY-J~A:'\~ Uili !PHtJ\~. ~m,*rrJJIY-JIHt.. • pJT Q1.i~Ufl ~fi!:;tm~~J&~ra'm~. 0. 1&iJ;lPiiti. 3.2.. .~. •• ffm?tfi~~B.~m.~~~~-.~~~~,a.&~B••~. 3!J1IfJi ( censored ). ~miSl. 0. ElrJR~i1J~§II~H8'J:(t-J[)RttJ. ~W:ti~~IJtrJ.IDUtff. '. $~~~*~~~·~~~~$.~~~.~m· ~m~~~~~m~~r:p$5J'1Y-J ~JUg;t. 0. *~r:p~~#mtrJ.MaA~trJ~- ~~ ( tt~) o ~ - cp.~ili~~~ntrJ. ~~~~~~o.~~~*~~IY-J~~~Q1.~~A+n$~ff~IY-J.~~$ '*~ (!~ fi~AA R IJ ~~lW t +t~. , pJT Q1. WIJ-~~J-= r:p trJ"~frmH/1~~*Xp.JTJfJ{~*Zjlj. f71J= Et.J9cWl: lI'!trl3' Jf ~ tE ~!iflJ:ffl1mma;i1-1:+t~ziW ' T.<77 lI~ra' PJ Q1.7ii itl1l~jIJ. '. , :tznf§lJIffi~ T>77 t. I. .~rt-J. o. f91j {7IJ = i9lJ e!3. pJTQH'ir~ffmtrJ~. mZ~-oo~~rt-].~WJra' (complete spell ). 7:lit~i1.~WJlt,!fifi~H~?:&.ii ff m~. WI]-=.. t. T;. T,. o. o- - -----i- - - - *. * T2 Ta. o. T~. 77. 69 ~1. "f 1ft a~;Jk. ~ ~~~Jf - 71 -. 0. 0. 1lIl~fJJ. 1mltJ~J9aJ. '.

(14) ~1MpJT lm &JjH~Ij IY-.l .R~ Jt$5tf8 ~JU&.. *~~~ ~. ~m ." '~ ~. '. ~ mllt ~:f: 7'G ~WJra' (incomplete spell). •••• ~ •• ~~~~ 'M~&ft~n ~~ ~. @ ~IUlx ffijfril f& IU~ W1 MifP.J .kiffm~. F",9lm '. 0. , i!&&:, ~.a~ ~;tJ 15 §yIi e'-J ~. o1N. ~~ ~ ~.~ ~w ~~ff m~~ m li ~ R'~~~.~M M$~~~ @.~5t~~ £U~m. '. pJT~~ffl:fl$ *!Jil?N fi. . M ~~ ~_'~UEt-J •. •. ( p. d.f. ). ~~fl:i: $mffi1 i?i5i m:e'-Jlt~. •• mll~~ (c.d.f.. ~ C A4ij @ ~*fI~{@: T, 1¥1 -@fl~ !J9"IT~ ra". *j!!J!1111JT. 1( t , 0 , ) = f ( t ). 6'. 0. IJ f (. f ( t) ~. fllj 0 ,=0 0. ). 0. 0,=1 (T,;:S;C) =1 ' 1N. JE ~~. i ~. Jmeq flPtfi1. i!i!i ~. 05). 1- 61. o. ). t ) 1]8 ( tl ). logL = ~ logf ( t ) ~. 1W ~ Ti> G '. S( b). L = L ( t,,·" , tn; 0 ,, ···, =. ~. ~ eq. 5t ~~ • • ~~ ~,~ n ~~e'-J .R~ E • • ~eq$5t,. ,GJT ~~ @t'! jfl¥1it*4!tmffi1f!jgIt I¥1 ~~ ~ mf1i. -t!O T, ~ G' HP T. 0. +. (16). 07). ~I QgS ( ti). 5t ~ ""f Et-J. exponential ' Weibull 'lognor mal fo gener alized gamma. S ( t). 7t~IJ~A07)i\cp. , ~ 1r~ ~Ql.~ ¥IJ jjlJ~7C~Et-Jm ffi1i?i5i1t flfilUlEt-J. ~~tJ # ~ti ~~- ::):;fo ~ = ;x ~?t. 0. '. :fI} ~m. RIJ~1MOO~nil~~* ft""f Et-J~~ft#~!ltI't11*ti. - 72 . Newton -Ra phson &: tJHt . ~ 0. ,.

(15) ~. t; ~I:. 1jl ~}j .. -t .It- ... ,g, 1:. '*. *- jSj 4 "if;.JlJl /Ill .:t. "7t. .*4*~}jW .~*E*;t*". 4.. 4.1 . JU4*iT§.~~U~. *~~fi~ti.~~~ . ~~~.fi~g.@. •• oX ~3 • • • *D ' . I. Alf(~Ji*4If~El~~~~~I~~~t/J\*Jl.~E!J~ r ~.~ Iim El 7lt±tt!~ ~IT~I.:g ~J ' {l n ~~{ft1f.'i=l'~t-m=?f. '. stk W~~ h+::fLfF~ ~lWf ff1:Ee'~Hi rm~ 1li1;g. , iI~ Mrl3~ 13. ~ ~ h+::fL~~~ ~ t+t~Ctt14) o~~~ ~~ ~- B~+- * '~£ ~ -B. t-t-t* ' jut-=- B ~ J\ ~. 0. ;ff~t "JilifMff$!r-J~rl3'~~£rfp.w*-l ffli51. : -~~*4 jl ~ llfT =?f. (censored) ,. ~1:E~~ • • fi. AA~.~~~ ~~ m~. &' Xffm~M~~ ~~ M-~.m,. ~R~t+t~~~o~-~&~ ~ ~ *~~~~ , ~ rr ~~fi.~WM~ e ~ * ~jli!3I±Hn~. ,. Xff$~rI39ijIJ~EIj ~ WmH ~H~t±:InH~ ~~lt. . Jm AIJ ~ ~rl3'~- IS!:!!I ±JBI~!3 ~~ ~j1f1J~JC.\~~ E8. 0. r ~.~~Iim:g ~ J '. ~ ¥ ~ m ~E8r ~ ~±tt!~~ ~:g~ J W~ .I ~ t±:I~E8r~.~ ~ Joffi1f.' ¥ ~ . &:mH~j&J!l \. , _bIl!Jl~ ~ rj:rts] 1mm ~~JUt r&:rr.Z iF ' l&:fiz. eqIH!R~ ~ ~{t( .plHiITftH5 ~H~'Egt/J\*Jl.~E!JE8IJiI&:g ~. C&t15). ~1f.' HI& &i :SIC~ ~rl3'E8~J:E. , ~~ ltt'..lE8~~~ ~~ m '. ~~1iN~~{Jj **IJ Qf~ ;t: J& W B. ~ EfJE8. 0. ~t ~ W;ltff El ~ bli !lf ~ JaJ. '. ~, ~jJJ;~~ :m ml~. 0. '. ffi1i?' ~~ $I. ~~3!Q1. .frm. ~:li!:i§. PJTWtEJttgQ1. El~t$ @~ JaJ. r i=l'~bliI.:g~ J 'fIJmJt0*tt~~Jj .*4*ft~.ifflE8 1k!&: ~~1It 0. MR- 0m~~ Z~ '~ B~~ ~ ~~0* ttm ~iFffirj:r ~~ ~ ~ t+=~~, ~. -~ OOt+~iFttM ~.~~ §W~ m. ~ ' ~~~~~~ ~W ~. ~ ~t+- ~ ~- . E . o1m=~ ~ 'tE~. ff$iF~ ~ '~ • ..l~~t+=~~ . ~ ~ • ~ Wr~ j!@j{t!i-£Feqro~&1. C tt16). •. ~. 0. ~ ?i- :fltir~ ~~ m~IJ flJmili ~ .~ ~ m ~i3i tr.J m ~. - 73 . ,. st1Z ~?t ?i.t~Ur~"B .. gt~1f.'.

(16) 9EL: ( ta*~11!). 'PJ~~- ~oo~tEI.~fJl?1-~. ( ii'~trpQt?1- ) ffijlliAmt~H .. ~~~.~~.A,~~~~~~a~~~'&~7~~~,ffij~~~~~~~~ ffim~'~~R.~m~. •• ~~~n o. ~l~~~~~ft~~~~M~~*~~'~~~~~~~fi~~~~M~ 17 .67. iF,. ~tt~~ 24.34 iF:»"~ ; tEilfijil~~ cp. ~.lfij:ra'] ( ~~ 20.522. 1f:.. :mab~ 27.662. ~ 11.415 ~ • Bt£~ 16. 784 ~). 0. jt~hil~lIfJfrt.JJiliIij2p ~ ff$. 1f:) iE] ~jtM*~lWT1!f~~. ~?1-*fj~lU~8'-JLP:l5jfi*g 1427. 774. ' t'i~~. ( *h~. ;i; 5G '. A,. 2JF~nt~~ 1593 . 507 14ja~1>. '. mRlif&iLfifSJl't-J~IAWIftB5t. W:mr~1t~~((.J 16.880 A;f.?v~. 0. El3!lt1lT J!;f}j*iil~~.z~~~n;.Hf9}JJ~~~lY-JtJi. 64.431. ~o~~@~~~~~~~lWT~ool't-J~~fi*gN~~~IA~ ( ~~~~~~fi. *n 1959 .522 ~7C ' JaIAfl SO.911A ; ~~~~ 2253.693 ;t;j[Jo 20.835 A ) ?J)\iS]J:t*J!lUT1f~~ (*1i~U!Ht:l ~fSJjt*g 1959.522. i. .zp~. ~~. tJi J!i*4;!. ZjiiSj. .zp~. f;J' ~r~'. 'i*tri. jiI~. (~ ). C;~][;). ( A.). M*. IlfD ft~ ~Qj~. c. IJIJ. ~*. $Ii. k!lfD. ~lIi1t. 54 17. m. It : l.t5M\pq~~~~ 2 . iif;f*~. (%) 0.124 (0 .756 ) 0 .120 (0 .683 ) 0.123 (0 .710 ) 0.197 Cl. 133 ) 0.011 ( 0.097) 0. 134 ( 0.992 ). 2253.693 27.662 05.374 ) (12783.637 ) 16.784 89.759 ( 6.291). ( 234.696 ) 24 .343 1593.507 (13.512 ) ( 9514.189 ). 20.835 (67.264 ) 7.870 ( 14.069 ) 16 .880 (46.842 ). 16.450 ( 18. 108 ) 0.074 (0.313 ) 11.452 ( 98.624 ). 131. 28.244. jjtI !I :!?-~1£~~. ( 29.739 ) 64.431 ( 127 .662). 41. 123. ~*mi. ZJSiS]$:~!¥i. (%) 1.343 ( 2.194 ) 0.362 (1.132 ) 1.036 (1.974 ). Dr. tt. .. 80 .911 ( 150.098 ). 20.522 ( 8.034 ) 11.415 ( 4 .147 ) 17 .671 ( 8.215 ). ~Ilii~. ~. ~IAfi 80.911. 1959 .52 ( 7059.233 ) 260.512 ( 346 .279 ) 1427 .774 (5897.341 ). 90. ~ft. ~. "5t: ·. 0. : *-!l!~l!Il I ~*1Crt/J'*JHl m r. ¢ ~a;lItiillill!~!§'fi* IEgi't. 74 . J 0 UlmftnzH. 0.

(17) t~. A ; ~ ~ ~~ 2253.693. ;It:7G ~D 20 .835. A). 0. •• _ ••• At •• *~_M~~.. :£~ fi*iJFp iSj }vt!l~. 1.036% ' ~ ~ ~ flIJ ~ii 11.452% ' ±~Im.:(f ~ it*'l- il~lil't-Jtm:$t m:l.jS~ ntft~ 0.1 23% ' fl £~ 0 .134% !J)\~ 1k* ~IftIi ~. 4.2 .. 0. ~~~ @l ~:&~Jj §. 0. ,. *1i ~~~. *.1J ~*!Y-J~. ,'JU4;lll}g1T11f. 0. ~$~ fi5tt~~. 0 r~fIJ fflm@ftiU¥i l'J':J il WEE $ * (current life table ). **mfif4ag;ltB. ~~ o ~2~ *1im~~J.~~ti~ - B= +- ~,~¢*~~~·~a~OOt +. t if Qt NiT{J! E. il1Hlj m~~fi l?B +- ~ I 16 ~H~.It f91J IY-J 31. 3% 0 ~ 1L+*'. fti 68.7%. li~fi 1i+ Iill ~. 0. jf f:HI ~ IT B'-J Jiffm. ~3 ~~ £ ~~ , i!~tf!Ik~ -8 t+t~. , f~ ~ ~ .lti9IJ IY-J. 30. 5% ' jf1l}gITt8~itij*I-B=+~. ,. ~ rp 5fd!Jg. , f~. 69.5% '. ~~M~fl ~ ~W ~ ag ~~~~ ~ ~* o 1J1J ~ }iiifif!j l'J':Jffm ~. ~rB'. ( duration time, DUR ) 1t1nl?B1:FJlJ- B~ - 1f Z. M o~7 ~ M ~.M~M !Y-J ~~ fi~~M*~~~ M Sm~ I'J':J~.·ft ~ renU R. i1J7tA= + @¥{ft , 4i1i~-$ ~4{J} . ,j. nn~ ~ ffm~rat7;;: ~. ~A99"jfRlj.Qt N j ~~. nUR ( r lJri ) t8 B~tl §. ~ ~~Jm~e}U\li~~~~# ~. 0. •. j=l,2, "' ,20. :tE ~rlnB**jf*",r:p. 0. I. ~*~ ft-J. ' ff~lJ;!fra'ff.li+$ QJ...t!Y-J~g~taifm3fft~. , i5J£ f}j.~ cpff mM:R tt]::t ~~ 2!3+ ~~ · i£ ~~:ft =+1i. :f{] rn~~ 1:Jiftl'J':JJ!!!1: If:ft~H. I. 8 t1IItij:JttJI.~ it 8 :;$:. *1i. I~ I'J':J ~M~ fI~ ~1i ~&~lil~nmmfj. I. I. I. f~. 4%. ' 1\~li::;biiIJJi:. 0. JUiH t ~7t!tag~rJUtmr. '. , ~g ~ tp'tlD-~IY-.J~iIf:~fJIJ~?i.\ ·. ~~~fi~m~ ~~m~~ ~m~A~.~.*~~~~m~~~ o tEm-ffm ~ ra~rp ill~II:ffrtf.JWifm;Ik£l. ~~ f8 */J\. 0. ~ wHr.Ji~t:e.lt~. C j. *~~. ;. Q;= MJ/R; , :tt¢ M;. RJ = NJ - ~/2 • ~~ j. *JlJl\. A~ I~HB~rp~t:efljtitf.J~.. 0. ~~ ~ ~ ¥m *1i ~~ tp .~ fr~li:£ +.li~tf.J.~·~~t:em~ag~ ~ ~~·~ ~ ~ifflIJ ~~~~. , ll'B:tE+ 31IJ= +1i ~ r.lj. 0. F j = ( l - QH ) P;-I ' PI = 1 ~.~ff:r§"rt.J 75 .

(18) #. <bt J.. '~-\!t 1l!l. .!:-2 N. DUR. C. ~:}j ~ 1; ~ 4t :k. MeQ). R. P. H. .0- 5.1. 131. a. 131. 3 ( .0229). 1. 0000. .0045. 5.1- 10. 2. 128. 5. 125. 16 ( .1280). .9771. .0268. 10.2- 15.3. 107. 25. 94. 17 ( .1809). .8520. .0390. 15.3- 20.4. 65. 22. 54. 5 ( .0926). .6979. .0190. 20.4- 25 .5. 38. 15. 30. 0(.0000). .6332. .0000. 25. 5- 30 .6. 23. 13. 16. 0( .0000). .6332. .0000. 30.6- 35. 7. 10. 5. 7. O( .0000). .6332. .0000. 35 .7- 40.8. 5. 2. 4. 0(.0000). .6332. .0000. 0:. 40. 8- 45.9. 3. 3. 1. a ( .0000). .6332. .0000. 4. 45. 9- 51. 0. .0000. 4. 0(.0000). .6332. .0000. ~. O( .0000). .6332. .0000. ~. 0. a ( .(000). .6332. .0000. 66.3- 71.4. a a a a a a a a a a a. a a a a a a a a a a a a a a a. .6332. 61.2- 66.3. a a a a a a a a a a a a a a a. 0(.0000). 56 .1- 61.2. a a a. 0(.0000). .6332. .0000. O( .0000). .6332. .0000. 0(.0000). .6332. .0000. O( .0000). .6332. .0000. O( .0000). .6332. .0000. a ( .0000). .6332. .0000. O( .0000). .6332. .0000. O( .0000). .6332. .0000. l(. 0(.0000). .6332. .0000. l(. 0 ( .0000). .6332. .0000. 1:. o ( .0000). .6332. .0000. L. 51. 0- 56. 1. 71. 4- 76. 5 76.5- 81.6 81. 6- 86.7 86.7- 91. 8 91.8- 96.9 96.9-102.0 102.0-107 .1 107.1-112 .2 112.2-117.3 117.3-122.4. ; . ~iUli. ill'i.I.\:fL+%: : ~.l1Jilt -Ei=+-%: 0 2. ft ~ *ml!IOJ ~U 3.~¢ DUR: iiffHift:$f!f tlBilfr.o : N:ft: $ ~ r.:J*~pJTt.t 1l5 DUR ( TIlIJ! ) Et-JiU~fi § : C : m -H:$ lR ra'¢ ilI'-l BiiEt-J riEillft : R : !<f !'!~*ll. ~ ~ I! Et-J* /J \ : M : ~~M¢iJAl±lmijJEt-J ~ft :. c. I:. iiI. : l. Ji*4 q:!". ~iJAl±l.li Mi . fH9+-%:. U·. 0. Q: .ill'i Et-J~l±lft ~ :p : ~~ ft:$Et-Jft~:H :. ~ Et-J~~~ o. - 76 .

(19) f; 31:. -;jr ~ .. 1.- ~~.::. if .. iSi 4'it"-M !JI.:t.1?'#. *3 DUR. .0-. N. C. ~J'v-t~4t* M( Q). R. p. H. 5.1. 177. 0. 177. 2( .0113). 1.0000. .0022. 5 . 1- 10.2. 175. 4. 173. 6 ( .0347). .9887. .0069. 10.2- 15.3. 165. 14. 158. 16 ( .1013). .9544. .0209. 15.3- 20.4. 135. 21. 124. 19 ( .1532 ). .8525. .0325. 20.4- 25.5. 95. 19. 85. 9 ( .1059). .7219. .0219. 25.5- 30.6. 67. 31. 51. 1 ( .0196). .6348. .0039. 30.6- 35.7. 35. 24. 23. O( .0000). .6224. .0000. 35.7- 40.8. 11. 2. 10. 0( .0000). .6224. .0000. 40.8- 45.9. 9. 1. 8. 1 ( .1250). .6224. .0261. 45.9- 51.0. 7. 0. 7. 0(.0000). .5446. .0000. 51.0- 56.1. 7. 0. 7. O( .0000). .5446. .0000. 56.1- 61.2. 7. '1. 6. 0(.0000). .5446. .0000. 61.2- 66.3. 6. 2. 5. O( .0000). .5446. .0000. 66.3- 71.4. 4. 1. 3. 0(.0000 ). .5446. .0000. 71.4- 76.5. 3. 0. 3. 0 ( .0000). .5446. .0000. 76.5- 81.6. 3. 1. 2. O( .0000). .5446. .0000. 81.6- 86.7. 2. 0. 2. .5446. .0000. 86 . 7- 91.8. 2. 0. 2. o( .0000) o( .0000 ). .5446. .0000. 91.8- 96.9. 2. 0. 2. 0(.0000). . 5446. .0000. 96.9-102.0. 2. 0. 2. o ( .0000). .5446. .0000. 102.0-107.1. 2. 0. 2. 0(.0000). .5446. .0000. 107. 1-112. 2. 2. 0. 2. 0(.0000). .5446. .0000. 112 .2-117 . 3. 2. 0. 2. O( .0000). .5446. .0000. 117.3-122.4. 2. 2. 1. o ( .0000). .5446. .0000. tt:l .• M~ .~ ~ili. ~ . ~li+~.;ft.~~.~. a-~=+~ .; 2.fH4?>i::ilJiila'H!U 3.~~1~H!lX z5E ftDJ~JL&2 ZG!3 o 0. -77. ~. ~~-~t+t. o.

(20) .l:t19U '. !W' ff$iJij~. 85.2% '. ( survival function). tfm+lifF:e~. lt19ljji 95.4% '. 69.79%. +li:$:g~. $ .it 191J 1P.J ~ 62. 24 % '. ffi~(jJPJ~[Wj~~ff $ii+:$eq.l:t{7lJ~. '-=-+fF:e~. 63.32% ; :h7t~~~tfm+fFeq. -=-+:$:g~. 85 .25% '. 1!IH~ ~[] fiiJ. 0. ' :fl(: fr~ ~ $ £R T ff $. 1m~~lj=+:$eqff. 72.19% ' ~ ~ ft. §t Et-J fi!i ~ , .it ff! G. (. 1990 ) f~~tf~~IJaqff$~~ tIJ ~t~ ( tt17) , Im~&fIHf~ gEt-J f~~t1J$ , tE:ft1M eq. l1H!} T*1i~ ~ fo ~~~ ff$1L ~11f Et-Jlt{9lj{JJ~~ 68.7%fO 69.5% ' cpff$+-~0 J:.Et-J. 33 .7%fO 39.1%. ~:7dRjtm£R. 0. ~~~~± ~~0 T=@~ ~: -~*X~fflEt-JI . ~~~Mff~~-~m~. ~MJ:. ~ .~'1m~ ~ ~t+t$~cp~ . &ttM.~R~.~t+li$a~,~. 0:tR= " £R=cp lY-] P. ~ fl ~~ff~ ~ ft. 0. :h-I*~~IJfftE~:;r-I5J!1E~eq ll ttJ:.. * 3tIf£tJUi!: 0 -$jtrP ~ .41£ iffi ~ ± ' ffiJ ~g I&i~ ~ Et-J 1"if*4elh1!::i: $ *6~. 0. LE~[]. Post and Moon ( 1988). pJT~ '±1!!jgtt~~~lit. '. ~:;r- 51 ~ eq ~15. §t ~.~IJ . Jm~tf. $~'R~-$ ~*fi rPlY-] . iffi~~E • • Mft~.~~~*Et-J~H~,m~~~ . ~ .W~A.Mom~~~ . ilima~.ft.~:;r-~J:.,. a *.qEt-J.fi~~~~. +=~&~fftE~ ,~~ a ~ @ ~ ~.~~~.:;r-.:i:'.fiff$lt~.fi'M~ R ll t+ fF tt-t1JmTl:tIL:i9z ~ m~$H=2Qj/. , H$~-tl!~~m~ ( ff18). exp. 0. [ F (2-Q;) ] ,~(jJ F ~H$~ra,eqNJ.r '. :fl<:frHlffl*1i*l. ~.~m~~Et-J • • B ~tE~~~+~+lifFM'*~~~.~~~~+li~=+ $ft~oR~1m~~~m~~'m@~ ~ ~m~*1P.J~*~4%0To. 4. 3.. 1JD 5i ;tc fttlJi¥ rdl m~.mfS~. *X(jJ0DUR~~~JmH$Et-J~ . ~M'0-$~~-@¥~o.MEt-J~ iJ1if~i§JlrJffl. CEN tt£R '. ~. CEN=l. ~. ,. f4IJ:ill~.Jmeqj{*4~!}!J 1T. ' 1§Jtlj CEN=O. 0Tft~M~~~@~ ~ ~~m ~. ~~~~:. CAP:.* ~ '¥~0 ~ ~m~~IT°j{M0~~n+n~Et-J~~~~*o. - 78 . 0. $~ )E~. tfij ~n.

(21) ~k. ... _t.~~~.~.~.M~~*. EMP:~I~mA~'~~:Ao~M~~~h+n$~~~~~$o. IND : :JJt11'~!fm:::f'~lt~~TJlt-r;m1il!fi ' :a:ftlJ IND= 1. CAPG :. :a[Jl':ffM~*1JU1lf. 'H/1~~Jlt;4-:t%dM'IU'iUfj. ~*~lj~J~~. 0. ' ~Ij IND=O '. 0. 1iltl1l!~~1M5HIHlml5C.*~~. ·. j{fHf!WIT~Jt. CAPG= ( CAP,,-CAP6&) / CAP6&' ;\tcp CAP69 (77) *Ri!h+n (t+t)$~~~~~*~oE~~rrt+t$~~Ij~e~tt~~· alj:JJt1r~~'2ffmmtf&-$~~~~*f\t~. CAP ( ff19). 0. EMro:.I~mA~~A. o ~.~~~~~.*.~A.ffi~'~M~ ~~milt. EMPG = (EMP77- EMP69 ) / EMP69 '. ~IJ~ffmm:f&-$~~11f1@:f\tz. *~nfi1lflt. EMP77. 0. ~~cp~~m@ ~~ :mm . w~m.~°ft~fl~~~~mcp~~m~~~. ~F-m-81*. · ~mmg:::f'~t. 0. N~~:JJt1M~mSAS~~~R'~fl~~~~cp~H~~~W~~~~m ~~Om=-~.x~51. *. '. 5( ~ m 7. -M~ffl. * El. Newton-Raphson. ~-. £1:. .&~$*.~m:{1m. * ' IlP generalized gamma. exponential' Weibull' lognormal. ~D. GGD. 0. 51 ~ ( GGD ) ag. ~~lItl~51~~~n*;i!HTt5rr. 0. fi$• • ~ . g~agt5~M.51~M~ft~4~~5 :~6~~m@~. ~ ~~fl ~t5~M.o6~¢.6@51~T~t5fi~fi~. ~ ~'.*~~~fi1@:~~*ti ~rx §iJ2W517IJltra~. :b~:1J~. *. ~O. **. 0. J3~~'~ll8A~f!. • 6~cpM~pq~ p i@ ( p-value) 'It. 517JIJ~~~~~}i¥i,IE. 90%W. 95%~lJ{if*$. 0. ~*4W*5¢a1M.~~~i@~.*R(CAP)t5~~~·g~fim.~# mffl ff B~tra~:::f'~~ft~~~~t!g~W~ifiE[PJ~~ .. 0. flHf Shepherd ( 1979 ). ~. ~~. 0. ~ mmt:f~~~~~.. :$. ,. li*RPJ1Jt~J!~-@i1 It Hii&H;YH:f*'J\~~*. '. ~.~~ • • ~.~~~'~&R~n~'.ffmffl~~.*·-~®~'.1M. wm~mt§'L~*~f!ijmiJt!t~~~ffm~~~~~. - 79. ·. ~;Ji;:~~~fJt. ' Du Rietz.

(22) #-;fJi.!-,:;f1lt #l. *4 1&mM!~ m:. ~ ~ -t -f ~!.t. *. : DUR. 1W"~1X. exponential. lognormal. Weibull. generalized gamma. CONSTANT. 3.2924 (0 .0001 ). CAP. **. 3.1414 (0.0001 ). **. 0.0008. 0 .0005. (0.1443 ). (0.1230). 0.0037. 2.8844 ( 0.0001 ). 2 .6319. **. (0.0001). 0.0005. 0.0002. *. (0.1204 ). 0.0024. 0.0021. 0.0026. (0.5271 ). (0.5206 ). (' 0.4839). (0 .2471). 0.3772. 0.1164. 0.18il. 0.1291. EMP CAPG. (0 .0408). EMPG. **. k. **. (0.0517). -0 .1466 (0.5134). (0 .0222). **. (0.0183). -0.0333. (0.3680 ). (0.5918 ). (0.8111). 0.6111. 0 .8013. 1.0000. **. 1.0000. '0 .0(01). 0 .8248. **. (0.0001). log likelihood. -96.4363. -90.7657. -85 .7136. 24.9574 ~. 13 .6162 ~. 3.512. 131. 131. 131. **. -1.0843. 0.0000. (0.0012). 1i. **. -0.0784. (0.0001). a. (0.0548). -0.1221. 1.0000. log likelihood. **. **. -83.9576. ratio M B~i:~El. -tt : Lt5Wp;j~ p fill ( p-value) 2. * fD * * 7HJIJ~~m~.Mli'@'. 131. 0. 90%fD 95%agJHl'7J<,$ 3.Jlt.t:lt log likelihood ratio filI~~.l;( GGD 1.i\!!i~itWffijt!f 0 ~ifJ exponential ~JHfmOO (JIll*,J~{4z GGD ag~$:5t1lC • ;!jUt log likelihood ratio test JIIm xl. )z5t1E • ffii X:... ,.) zfill~ 5.991 0 Weibull W lognormal 1l1J7t';IJ~l'\lf-MlIlM*,JlIlf~r GGD tr..J~f;f;?t 1t! • Jt log likelihood ratio test .~ xL)z5ti: • ifii x.1...,.)zfii;'\\ 3.841 0 Jltll!~ # .ra=~1!f~~ ~ log likelihood ratio g;t~~~ . 1J)';RIH~7Hi~!Iij GGD jfg;t~J! . ~Mt7~lE!Iij GGD z~~?j. • 1J)';1lJ~~ exponential 00 Wei bull • lk exponential 00 lognormal z.~ 0. 0. ~ o a~ ~ ~ .~~~~·ft~~~Jlt--~ilio. - 80 .

(23) ~~. *-5. •• ~tA*~t.~~~MM~~#. ~~ -t l' ti-!.t. *. : DUR. 1&:WH~ ~ f(. fW"lttx:. exponential. Weibull. lognormal. generalized gamma. CONSTANT. 4.0178 (0 .0001). CAP. **. 3.6958 (0.0001). **. 3.4835 (0.0001). **. 3.4081 (0 .0001). 0.0004. 0.0003. 0.0002. 0 .0002. (0.3502 ). (0.2785 ). (0.2509 ). (0.2381 ). 0.0039. 0.0016. 0.0019. 0.0021. (0 . 7458). (0.8142 ). (0.7461 ). (0.7226 ). 0.5884. 0.3142. 0.2533. 0.2426. (0.1229 ). (0.1462 ). *. ( 0.1015 ). 0.2196. 0.1229. 0.1149. 0.1034. (0.2545 ). (0.2550 ). (0.2965 ). ( 0.3687). 1.0000. 0.5725. 0.8071. 0 .8787. EMP CAPG EMPG k. ( 0.0001 ) a. 1.0000. **. (0.0978). (0.0001). **. 0.0000. 1.0000. (0.0001). 11. log likelihood ratio. -128.5543. -119.1046. -114 .8101. 27.9416#. 9.0422 #. 0.4532. 177. 177. 177. l.ji5Wj7q~. 2.. p. Me. p-value). 0. * fo * * :7tBIJ~~~I*$:i\¥jJ:E. 3 . JIt~. **. -114 .5835. 11. B~l1lJ(§;. tt :. **. -0.3294 (0.0001). log likelihood. **. 90%fo. 95%~M~7jd~. 0. log likelihood ratio Z[t1J25d~:>:E15~ IIIf $ J!~4. - 81. ZRa. 0. 177.

(24) ~~ iII. -ft-:tll.J.- ,. (. *6 1&:1W~ ~1t. ~,~, % 1f ii-!.t. * ~. : DUR. ~ Wf~ m.. exponen tial. lognormal. Weibull. generalized ~. gamma. COKSTAKT. 3,2843 (0.0001). CAP. **. 3,1348 (0.0001). 2,9090. **. (0 .0001). **. 2,7170. @. **. £;. (0.0001). 0.0004. 0,0004. 0.0004. (0,1172). ( 0.0992) '". (0 ,0574)'". (0.0384 ) "''''. 0,0047. 0,0032. 0.0024. 0,0020. (0,3682 ). (0,3171 ). (0 ,3641 ). ( 0.4224 ). 0 . 7338. 0.5680. 0.5708. 0 .0006. EMP IND. (0.0015). CAPG. **. 0.4129 (0.0094). EMPG. **. 0 ,0989 (0.4861). k. 1.0000. (0.0001). 1.0000. (0,0001). 0,2332 (0.0142). **. 0.1946. **. (0.0045). **. (0,0001). **. E.. E ~. ~. 0.1791 (0.0024). **. 0.0511. . 0.0586. 0,0391. ~. (0,5330 ). (0.4940 ). (0.6776 ). @. 0.8101. 0,9289. 0 .5925 (0,0001). a. **. 0.5306. M. **. (0 .0001). **. 0,0000. 1.0000. (0,0001). -0.8506. -226,0872. -211.3458. -201. 7339. log likelihood. 53.2064l*. 23. 7236 ~. 4 .4998 ~. 177. 177. 177. ~. *. **. it. -199.4840. ~. (0.0374) log likelihood {@:. **. @. ratio {@: rm~{@:~§. 177. /J'. ~. it :. l.t5Wpq~. 2.. p. * fa * *. fiR Cp-value ). 0. ?1}jIJ~jf;~~{'*~mi'@. 90%fa 95%IY:J!lJiW**. 0. 3.lftllK log likelihood ratio z8i<.2?d~~1J~ ilIt ~Y!~4 ZH3°. ~. tr. - 82.

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(28) ~~~m.~ ~ ,~~.m~. •• ~.~AIA.~~•• ~¥m.~~~,@~. ~ !i* o. 3. miif.¥flffiL§'~~~JHlf~gH~:(fft1tilijjfji@' ~~Z , Fi'!'. 0. El31t.g-~m:+~~*Mil. ~~~~~~ ,*n~ . ~~~ *~~~~~~~~~ ~ ~~M~~~£~o. 4. ~ :<$:mil7X~91;@tR-~~ im. ' ~:(f~~m~i!!;@7\:. 0. E81K'I9liJP'J9t~i1i~fFJS1.~~. ,. * ~M~~~~~~~tt~*'~0~~~®~~,e@~fF~m§,~*n~~ ¢~.Itt(~iIf~~~ ~~. m~Z-. 0. •. 5 . m1t~i~f1i±ji~~l1!WiHl*J;}~fi ~f!i'«. .mIA It ~~~:(£*1i~~. '. cj:Jfl Jj. ~ ~m ~ ~~~IT~fiM ~~~ . ,:(£~£~m~~~IT~m&fi~M~o. El31t~~ . Mft~~~M~~m~'*~~.7$*.~~.m'~.~:(£B .~~~~m .~~oo~~~~:-,~. • • ft:(fm~~£.~~~m~,.~~. n~,~ ~ ~m.,~nm~~~.M,mm~n. Mft~~A~m.5ill~m~. R ~91ft~o=':<$:~~~~.a ~ ~.~,~n~ . ~~~.91~.tt'~~~. t*ffl7 GGD 5t!fC '. ~fi~llil~~~~. ,i teration ) rmt$r&~ft;JFR~,m. 0. pJTft~vlm*~Edt~~IJ~~JH!i. ,. ~~1it1it~3EltllilBZ N m (numeric. = " :(£r:*f.iM~I&~ , ~#~ft~f.*t: *cj:J.ft '. ~{I?!Hi7f~~~IH1:~:fl3G~. ,. fi~jiffij~~t.g- i!l. ~~~~~~~~~ ~ ~ . ~ft~:(f$~MO. 1.. ~j!. Buccino ( 1989). 2 . • "ft~·. 0. . ~~~'~mffltt m m~-OOArr¥~gtt~.~'m~ . ~~$tt* • •. orrI. ~M ~ ~~~~'.~ffltt ~m ¥-~~.,rrT-@~~~M~tt~I~~~M~~~~~. ~. . ~~~~&;Ifr..~es~ffl~:~.u~~/J\. 0. E$J!.l1jiU ( 1990). 3.. 1:!; i:j:l &~ l!llaPE :m , Jm t.tJ ~$iJJ+-ifQ(~;~nU''!\ii!:.:t''iJJ1i7tZ-. 4.. Elbers and Ridder ( 1982 ) ttJltfifrlf!~-1i Ir-J:1Htl. 5.. *Ei:±'~~l& ~. 6.. Lin ( 1988) .. m *E!ll:i:j:l~:m~rrl\'l~rr¥ttI!gtt~ ~t1fiWttillz~F£'?:!\H:rr . l!llue:.:t"liEffiiH~'HI. Lin ( 1988) • "E.J'l. 0. 0. 0. 0. - 86 .

(29) 1; J!:.;P M" ~ -t ~1::-.:'" 1" ~]llj ff-'ii>-JIiJ. r., -"::.'7t#. ~M~n~~~ ~ .·£~R.-@Wtt~~M*~tto ~liJf~*E~fllJ.i.E9tm&. 7. Lancaster ( 1979) ~rQ~JI!.I1cp£fftE~. 8. lfifilld ' 9. . ftlrtEJ:tj9lJf8~$~~~fi!irrT ' l!Ji "iF !;nt ffl' tttE~. .. 0. ;\!l! U *E~l'-?&~m~~~~. Sal ant ( 1977). ;fift~fW~J~fJIlj~J2.(ffJilil*I21.l:.~~l&*1ll.~· J'lIJX~m~. 10. . ffBblit.$ ~H~" ~. 11. . ~:'lI5. 12. COX. Chiang ( 1968) .. renewal process. 0. 0. ztt~. Kalbfleisch and Prentice ( 1980) . p.27 ~J:tj9lJf8~$~~. 0. 0. !tPJT&L1!~~l&f8~$~"@;~JItf8~$~f;tIXfIY.W:!:l:J'~ r8'¥:m t'f . OO~~~~~oR£.a~~ ~~ ~~ffl;fi • • ~~~m~~~~~.~·~ ~ ~ ~ ~ ~ ~. h (t;z) =h ( t) exp [ g ( t) ] . g ( • ) JiJT{l,jj '~. 13. . 0. ~-*IE~Lf.iIt'ffilX. Sleeper and Harrington ( 1990 ). JiJT~~~-~II1!i' I!n1.iHt~IE-OO~IE~~ arr ~F.lli. T,,"·,T,.'. ffij~. Y"Y,,"',Y o Wl!D 0. J1t~. .. f;t ~ OOrQ~ lHi ffJ!~A~ m ~. T,~t.·. t,'. Cox. ~W~J'lIJ~Ii~ * 'Vf. 0. J'lIJft~JiJTll!~iJJ~~~ l!lX l' ;liH~.i.E ~. T". J'l1] Yi=T,; !'l\\11fWl!D T,>t,' J'l1] Y,= T,o. M. ~~*~.~~~~*.rcp.R~~ • • ~~fi.I~~.J' X ~R~~+A~~~~ ~ ~ ~~_·X~*~~.~~Rgfi~R~t+t~·PJTJ2.(ft~~ .~ AA MmlEtE R ~~ +A~~ t+t~o. 15. . ~l.lI1cp gm!f!M~~.!Mli!U~1'7\5~*W\~ OO ~3I~~rJlIlIflJ¥:l1F7IJ. ;. 1;J~+~{1;J2.(jUIJj~11f~ IJWi. J¥:~~ma - ?&oPJTJ2.(*fi!i ~-E ffi ~~ ~3I~~M~·~ . ~M.!f! 3 · $~ ~fftE~ ~.M *n~~3I~r,,~'~B.9C11f. 16. . ~. 72. 0. ~015~H~z .iii 1#A. 73. ~ilt~. • *~fi!i~mlff$~r,,~. 0. f.§.~~cp~Ii~FoJ~ ff.\if Jmi* JJ!. ~ffijl'~~l&·ffij~?&fiM~l&~Mo~JIt·.~.~PJT~n.?&~.K ~. ~~. ~~~o. 17.. lU.>l:!il1R ( 1990) p. 89 '. m~-. 0. 18. • • m~W~.8M~·~mlPJT:'lI5.~~M~ • •. ~ &·~* W ft.M&1' ~T ·~$ ~ ~.. ±t1&o 19. . t+t~~~*~B.ffll21.~+A~~aM~ m . 11f~ . m~~~.o. 20. . a*j(~cp·. AlttE 100. A~/J\~{t~ff. 21. . ~ :'lI5 Jilil~~. 42.3. 223. AJ2.(l:.~*{t~ff. 26. ;!tcp1t£~ttt5T. 161. *.. ( 1988) .. *; *. 30. 0. ~. 99. A~cp~{t~fi. 58. ~. 1]\~{t~t5:tt£ ~jiilfj~.I:t {9lJ~. ~:'lI5J1:*~~~~~j~~~. ;tfl cpst. ( CR) ,. t5'~.~. • *iI¥i 30 90.96%. 20.4 .. 0. ~£.. 0. 22. t ( t5'm ) = ( 0.8248-1 ) /0.0975= -1. 7969 t (f( £) = (0.8787-1) /0.1381= -0.8827 jif>j'OO~.~. t. fiHJ/J\~ 95%~;!,7J<i~T. t ~Il,l1;W~ 1.96' JiJTJ2.(ftfll~.ffiJ:E@ H.;k= 1 ~ 1lli~. ~ ~ 3t 1lJ. ~i!tml. ( 1991) • il.±t!!oo;.ilfiff;~rt-.Ji!.iI~:m.I'Ftl~W . fiiE liJf~ • iI5:*~~JiJTUl± ~ ~. - 87. 0. 0.

(30) ~Il R ~iI... (. ( 1991 ). '"IfFlt ~. ~W~ 1! MrI39-tl~l.1!!Iii* • .lli.~Z~~'". 1992) ,. "tlill ttl!w.:* • •. ~~Il1ifflMW~ .M M Ul t~ZliJf~". .QiIi§i~ ( 1988) '"M1ilt:~l'fEr-J~$l!q:.Sl-t:l it 'V~~liJf~"' m@~ ( 1990) '.iliIiltAJili!i:m'IJ~lIJ:t£tt • ~m~. , ~PJl. ( 1991). ~.:93. ( 1985). ,. ,. ,. ~.ia3t. @.MSc '. 16 ( 1). • • J:.Z.,IfI , a*liiIj(pJTliR±~~. "ti'iIt~IIJ1J~~MI'a'Er-JliJf~". "tliltl.1!!IIHI-=f• • iifiz1JDA '. ,. fila ( 1990) '''~H'i!q:.~I*;fiIJ~(f:Jt&j!-slHU~~I*' iI:,lflr.., .lift-t.liaSc. '~66-89. , '-U~ii3t ' 13 ( 1). ' 43 ( 1). 0. 0. 0. 0. ~1bi'1]tljn} .III{jift-t.. ~iliW!VZ:&". ' 19 ( 2). i>JUIHf~flJ. 0. 0. j'fjftW~~f*~;fiIJ~z~~". , 'A'AA.A.1J. 0. Altman, E. I. ( 1983) , "Why Business Failure, "The Journal of Business Strategy,3 ( 4) , 15-21. Anderson, T . W. ( 1954 ) ,"Probability Models for Analyzing Time Changes in Attitudes," in P . F.Lazarsfeld ed. , Mathematical Thinking in the Social &iences, Glencoe: The Free Press. Auster, E. R. ( 1988 ) ,"Owner and Organizational Characteristics of Black -and White Owned Business: Self Employed Blacks Had Less Training, Fewer Resources, Less Profits, but Had Similar Survival Rates," American Journal of Economics and Socio. logy, 47 ( 3 ) . Behrman, J. R. ,and A. B. Deolalikar ( 1989) , " ... of the Fittest? Duration of Survival of Manufacturin~. Establishments in a Developing Country," The Journal of Industrial. Economics ,38. Buccino, G. P. (1989) ,"Business Failures Increasing, "Secured Lender, 45, 24-26. Chiang, C . L. ( 1968 ) , Introduction to Stochastic Process in Biostatistics, N. Y . : John Wiley and Sons, Inc. Cox, D . R. ( 1972 ) ,"Regression Models and Life-Table ' s,"Journal of Royal Statistical. Society, 34 ( 2 ) , 187-220. Cox, D. R., and D . Oakes (1984), Analysis of Survival Data, N. Y.: Chapman & Hall. LTD . Du Rietz, G . ( 1975) , "New Firm Entry in Swedish Manufucturing Industries during the Post . War Period," Doctoral Dissertation, Stockholm. Dunne, T . , M. J. Roberts, and L. Samuelson ( 1989 ) ,"The Growth and Failure of U. S. Manufacturing Plants, "The Quarterly Journal of Economics, 671-698. Elbers, C. and G. Ridder ( 1982 ) , "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, 49, 403-409. Follman , D. A., M. S. Goldsberg and L.. May ( 1990 ) ,"Personal Characteristics ,. Unemployment Insurance, and the Duration of Unemployment," Journal of Econo. metrics, 45, 351-336. Ginsberg, R . B . ( 1971 ) ,"Semi-Markov Process and Mobility," Journal of Mathematical. - 88 .

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(32) Shepherd, W.G. ( 1979) , The Economics of Industrial Organization, Prentice-Hall, Inc .. Sleeper, L. A. and D. P. Harrington ( 1990) ,"Regression Splines in the Cox Model with Applicatio n to Covariate Effects in Liver Disease, "Journal of American Statistic. Association, 85 ( 412) , 941-949. Staber. U. (989) ." Age-Dependence and Historical Effects on the Failure Rates of Worker Cooperatives : An Event-History Analysis, n Economic and Industrial Democracy, 10. 59-80.. Van Fleet, E. W., and D. D. Van Fleet (1985) ,"Entrepreneurship and Black Capitalism, n American Journal of Small Business, 10, 31-40.. - 90 .

(33) 1; :II:. "$" 11; Ja -t $!- 1:- .ao. -t •. j!j -6- ~f; J\Jj. r., .i::.. 'n" iT. A SURVIV AL ANALYSIS OF FIRMS IN THE TEXTILE AND FOOD INDUSTRIES IN TAIPEI. Chu-Chia Lin Graduate School of Economics , National Chengchi University and. Shin-Tiao Fang Graduate School of Economics, National Chengchi University. ABSTRACT The purpose of this paper is to analyze the survival time and its relevant factors for firms in the textile and food industries in Taipei. Applying Cox 's accelerated failure time model, and using annual data from 1980 td 1988, we estimate four distributions in a same distribu tion family: exponen tial; Wei bull ; lognormal; and generalized gamma. This study finds that the hazard rate of a firm is not affected by the firm's survival time. In other words, the sur vival duration of a firm is time independent. At the same time, the amount of capital and the growth rate of capital are positively related with a firm's survival duration , while the average survival time of firms in the food industry is significantly higher than that of the textile indus try. Finally ,we find that the generalized gamma distribution fits our data the best.. - 91 .

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