Detail publikačního výsledku

Statistical analysis of type I multiply left-censored samples from exponential distribution

FUSEK, M.; MICHÁLEK, J.

Originální název

Statistical analysis of type I multiply left-censored samples from exponential distribution

Anglický název

Statistical analysis of type I multiply left-censored samples from exponential distribution

Druh

Článek WoS

Originální abstrakt

Left-censored data with one or more detection limits often arise in environmental contexts. The computational procedure for calculation of maximum likelihood estimators of the parameter for Type I multiply left-censored data from underlying exponential distribution is suggested and used considering various numbers of detection limits. The expected Fisher information measure (FIM) is analytically determined and its performance is compared with sample (observed) FIM using simulations. Simulations are focused primarily on the properties of estimators for small sample sizes. Moreover, the simulations follow the possible applications of the results in the statistical analysis of real chemical data.

Anglický abstrakt

Left-censored data with one or more detection limits often arise in environmental contexts. The computational procedure for calculation of maximum likelihood estimators of the parameter for Type I multiply left-censored data from underlying exponential distribution is suggested and used considering various numbers of detection limits. The expected Fisher information measure (FIM) is analytically determined and its performance is compared with sample (observed) FIM using simulations. Simulations are focused primarily on the properties of estimators for small sample sizes. Moreover, the simulations follow the possible applications of the results in the statistical analysis of real chemical data.

Klíčová slova

multiply left-censored sample; maximum likelihood estimator; exponential distribution; Fisher information measure; Type I censoring

Klíčová slova v angličtině

multiply left-censored sample; maximum likelihood estimator; exponential distribution; Fisher information measure; Type I censoring

Autoři

FUSEK, M.; MICHÁLEK, J.

Rok RIV

2016

Vydáno

24.07.2015

ISSN

0094-9655

Periodikum

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION

Svazek

85

Číslo

11

Stát

Spojené království Velké Británie a Severního Irska

Strany od

2148

Strany do

2163

Strany počet

16

BibTex

@article{BUT107489,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Statistical analysis of type I multiply left-censored samples from exponential distribution",
  journal="JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION",
  year="2015",
  volume="85",
  number="11",
  pages="2148--2163",
  doi="10.1080/00949655.2014.923886",
  issn="0094-9655"
}