Publication result detail

On testing reduction of a left-censored Weibull distribution to an exponential submodel

FUSEK, M.

Original Title

On testing reduction of a left-censored Weibull distribution to an exponential submodel

English Title

On testing reduction of a left-censored Weibull distribution to an exponential submodel

Type

Scopus Article

Original Abstract

When analyzing environmental or chemical data, it is often necessary to deal with left-censored observations. Since the distribution of the observed variable is often asymmetric, the exponential or the Weibull distribution can be used. This paper summarizes statistical model of a multiply left-censored Weibull distribution, and estimation of its parameters and their variances using the expected Fisher information matrix. Since in many situations the Weibull distribution is unnecessarily complicated for data modelling, statistical tests (the Lagrange multiplier test, the likelihood ratio test, the Wald test) for assessing suitability of replacement of the censored Weibull distribution with the exponential submodel are introduced and their power functions are analyzed using simulations.

English abstract

When analyzing environmental or chemical data, it is often necessary to deal with left-censored observations. Since the distribution of the observed variable is often asymmetric, the exponential or the Weibull distribution can be used. This paper summarizes statistical model of a multiply left-censored Weibull distribution, and estimation of its parameters and their variances using the expected Fisher information matrix. Since in many situations the Weibull distribution is unnecessarily complicated for data modelling, statistical tests (the Lagrange multiplier test, the likelihood ratio test, the Wald test) for assessing suitability of replacement of the censored Weibull distribution with the exponential submodel are introduced and their power functions are analyzed using simulations.

Keywords

Asymptotic tests, multiply left-censored data, Fisher information matrix, maximum likelihood

Key words in English

Asymptotic tests, multiply left-censored data, Fisher information matrix, maximum likelihood

Authors

FUSEK, M.

RIV year

2018

Released

20.06.2017

Book

23rd International Conference on Soft Computing - MENDEL 2017

ISBN

1803-3814

Periodical

Mendel Journal series

Volume

23

Number

1

State

Czech Republic

Pages from

179

Pages to

184

Pages count

6

BibTex

@article{BUT137290,
  author="Michal {Fusek}",
  title="On testing reduction of a left-censored Weibull distribution to an exponential submodel",
  journal="Mendel Journal series",
  year="2017",
  volume="23",
  number="1",
  pages="179--184",
  issn="1803-3814"
}