Detail publikace

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

Typ

článek v časopise ve Web of Science, Jimp

Jazyk

angličtina

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.

Klíčová slova

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

Autoři

FUSEK, M.; MICHÁLEK, J.

Vydáno

27. 7. 2019

ISSN

1060-0396

Periodikum

CYBERNETICS AND SYSTEMS ANALYSIS

Ročník

55

Číslo

4

Stát

Spojené státy americké

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"
}