Detail publikačního výsledku

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

FUSEK, M.; MICHÁLEK, J.

Originální název

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

Anglický název

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

Druh

Stať ve sborníku v databázi WoS či Scopus

Originální abstrakt

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 Weibull distribution. Maximum likelihood estimators of the parameters are given and examined considering various censoring schemes. The expected Fisher information matrix (FIM) is analytically determined and compared with the sample FIM using simulations. Simulations are focused primarily on the properties of estimates for small sample sizes.

Anglický abstrakt

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 Weibull distribution. Maximum likelihood estimators of the parameters are given and examined considering various censoring schemes. The expected Fisher information matrix (FIM) is analytically determined and compared with the sample FIM using simulations. Simulations are focused primarily on the properties of estimates for small sample sizes.

Klíčová slova

doubly left-censored, Weibull distribution, Fisher information, Type I censoring, maximum likelihood estimator

Klíčová slova v angličtině

doubly left-censored, Weibull distribution, Fisher information, Type I censoring, maximum likelihood estimator

Autoři

FUSEK, M.; MICHÁLEK, J.

Rok RIV

2013

Vydáno

01.11.2012

Nakladatel

Publishing office of the University of Defence

Místo

Brno

ISBN

978-80-7231-897-1

Kniha

XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers

Strany od

31

Strany do

40

Strany počet

10

BibTex

@inproceedings{BUT95762,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution",
  booktitle="XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers",
  year="2012",
  pages="31--40",
  publisher="Publishing office of the University of Defence",
  address="Brno",
  isbn="978-80-7231-897-1"
}