Detail výsledku

Asymptotic Tests for Multiply Left-Censored Samples from Weibull Distribution

FUSEK, M.; MICHÁLEK, J. Asymptotic Tests for Multiply Left-Censored Samples from Weibull Distribution. In MENDEL 2014, 20th International Conference on Soft Computing. Mendel Journal series. Brno, Czech Republic: Brno University of Technology, Faculty of Mechanical Engineering, Institute of Automation and Computer Science, 2014. p. 317-322. ISBN: 978-80-214-4984-8. ISSN: 1803-3814.
Typ
článek ve sborníku konference
Jazyk
anglicky
Autoři
Fusek Michal, Ing., Ph.D., UMAT (FEKT)
Michálek Jaroslav, doc. RNDr., CSc., FSI (FSI), UTKO (FEKT), ÚM (FSI)
Abstrakt

Left-censored data with one or more detection limits occur frequently in many application areas. This paper suggests the computational procedure for calculation of maximum likelihood estimates of the parameters and estimates of their variances for type I multiply left-censored Weibull samples. Estimates of the variances of estimated parameters are based on the analytically determined expected Fisher information matrix. Moreover, using the asymptotic properties of maximum likelihood estimates and tests with nuisance parameters (Lagrange multiplier test, likelihood ratio test, Wald test), methods for comparison of two independent type I multiply left-censored Weibull samples are proposed. The power functions of particular tests are compared by simulations. The methods derived in this paper can be used in real environmental or chemical data analysis.

Klíčová slova

Fisher information matrix, maximum likelihood, musk compounds, power of test

Rok
2014
Strany
317–322
Časopis
Mendel Journal series, ISSN 1803-3814
Sborník
MENDEL 2014, 20th International Conference on Soft Computing
Konference
20th International Conference on Soft Computing, MENDEL 2014
ISBN
978-80-214-4984-8
Vydavatel
Brno University of Technology, Faculty of Mechanical Engineering, Institute of Automation and Computer Science
Místo
Brno, Czech Republic
BibTeX 
@inproceedings{BUT108106,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Asymptotic Tests for Multiply Left-Censored Samples from Weibull Distribution",
  booktitle="MENDEL 2014, 20th International Conference on Soft Computing",
  year="2014",
  journal="Mendel Journal series",
  pages="317--322",
  publisher="Brno University of Technology, Faculty of Mechanical Engineering, Institute of Automation and Computer Science",
  address="Brno, Czech Republic",
  isbn="978-80-214-4984-8",
  issn="1803-3814"
}
Pracoviště
Ústav matematiky (UMAT)
Nahoru