Detail publikačního výsledku

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

FUSEK, M.; MICHÁLEK, J.

Originální název

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

Anglický název

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

Druh

Článek WoS

Originální abstrakt

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.

Anglický abstrakt

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.

Klíčová slova

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

Klíčová slova v angličtině

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

Autoři

FUSEK, M.; MICHÁLEK, J.

Rok RIV

2020

Vydáno

27.07.2019

ISSN

1060-0396

Periodikum

CYBERNETICS AND SYSTEMS ANALYSIS

Svazek

55

Číslo

4

Stát

Ukrajina

Strany od

590

Strany do

604

Strany počet

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"
}