Publication detail

Statistical inference for type I multiply left-censored samples from Weibull distribution

FUSEK, M. MICHÁLEK, J.

Original Title

Statistical inference for type I multiply left-censored samples from Weibull distribution

Type

journal article in Web of Science

Language

English

Original Abstract

Left-censored data with one or more detection limits occur frequently in many application areas. In this paper, the computational procedure for calculation of maximum likelihood estimates of the parameters for type I multiply left-censored data from underlying Weibull distribution is suggested and used considering various numbers of detection limits. The expected Fisher information matrix is analytically determined and its performance is compared with sample (observed) Fisher information matrix using simulations. Simulations are focused primarily on the properties of estimators for small sample sizes. Real data illustration is included.

Keywords

Fisher information matrix, maximum likelihood estimator, multiply left-censored sample, type I censoring, Weibull distribution

Authors

FUSEK, M.; MICHÁLEK, J.

Released

27. 7. 2019

ISBN

1060-0396

Periodical

CYBERNETICS AND SYSTEMS ANALYSIS

Year of study

55

Number

4

State

United States of America

Pages from

590

Pages to

604

Pages count

15

URL

https://link.springer.com/article/10.1007/s10559-019-00168-x

BibTex

@article{BUT157661,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Statistical inference for type I multiply left-censored samples
from Weibull distribution",
  journal="CYBERNETICS AND SYSTEMS ANALYSIS",
  year="2019",
  volume="55",
  number="4",
  pages="590--604",
  doi="10.1007/s10559-019-00168-x",
  issn="1060-0396",
  url="https://link.springer.com/article/10.1007/s10559-019-00168-x"
}