Detail výsledku

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

FUSEK, M.; MICHÁLEK, J. Statistical analysis of type I multiply left-censored samples from exponential distribution. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, vol. 85, no. 11, p. 2148-2163. ISSN: 0094-9655.
Typ
článek v časopise
Jazyk
angličtina
Autoři
Fusek Michal, doc. Ing., Ph.D., UMAT (FEKT)
Michálek Jaroslav, doc. RNDr., CSc., FSI (FSI)
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

Rok
2015
Strany
2148–2163
Časopis
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, roč. 85, č. 11, ISSN 0094-9655
DOI
10.1080/00949655.2014.923886
UT WoS
000353463500002
EID Scopus
2-s2.0-84928634866
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"
}
Pracoviště
ÚM-odbor statistiky a optimalizace (ÚM OSO)
Ústav matematiky (UMAT)
Nahoru