Publication result detail

Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution

FUSEK, M.; MICHÁLEK, J.

Original Title

Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution

English Title

Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution

Type

Paper in proceedings (conference paper)

Original Abstract

When analyzing environmental or chemical data, we often have to deal with left-censored observations with one or more detection limits. Estimators of the parameters are derived for Type I doubly left-censored data having two detection limits and assuming an underlying exponential distribution. Maximum likelihood estimate of the parameter is given and examined considering various number of censored observations. Theoretical Fisher information is analytically determined and compared with empirical Fisher information using simulations. Simulations are focused primarily on the properties of estimates for small sample size.

English abstract

When analyzing environmental or chemical data, we often have to deal with left-censored observations with one or more detection limits. Estimators of the parameters are derived for Type I doubly left-censored data having two detection limits and assuming an underlying exponential distribution. Maximum likelihood estimate of the parameter is given and examined considering various number of censored observations. Theoretical Fisher information is analytically determined and compared with empirical Fisher information using simulations. Simulations are focused primarily on the properties of estimates for small sample size.

Keywords

doubly left-censored, likelihood function, maximum likelihood estimates, exponential distribution, Fisher information, Type I censoring

Key words in English

doubly left-censored, likelihood function, maximum likelihood estimates, exponential distribution, Fisher information, Type I censoring

Authors

FUSEK, M.; MICHÁLEK, J.

RIV year

2013

Released

30.06.2012

Publisher

Brno University of Technology

Location

Brno, Czech Republic

ISBN

978-80-214-4540-6

Book

MENDEL 2012, 18th International Conference on Soft Computing

Edition

1

ISBN

1803-3814

Periodical

Mendel Journal series

Volume

2012

State

Czech Republic

Pages from

564

Pages to

569

Pages count

6

BibTex

@inproceedings{BUT93071,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution",
  booktitle="MENDEL 2012, 18th International Conference on Soft Computing",
  year="2012",
  series="1",
  journal="Mendel Journal series",
  volume="2012",
  number="1",
  pages="564--569",
  publisher="Brno University of Technology",
  address="Brno, Czech Republic",
  isbn="978-80-214-4540-6",
  issn="1803-3814"
}