Detail publikačního výsledku

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

FUSEK, M.

Originální název

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

Anglický název

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

Druh

Článek Scopus

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

FUSEK, M.

Rok RIV

2018

Vydáno

20.06.2017

Kniha

23rd International Conference on Soft Computing - MENDEL 2017

ISSN

1803-3814

Periodikum

Mendel Journal series

Svazek

23

Číslo

1

Stát

Česká republika

Strany od

179

Strany do

184

Strany počet

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"
}