Detail výsledku

On the confidence intervals for mean of left-censored Weibull distribution

FUSEK, M.; MICHÁLEK, J. On the confidence intervals for mean of left-censored Weibull distribution. In MENDEL 2016, 22nd International Conference on Soft Computing. Mendel Journal series. Brno: 2016. no. 22, p. 249-254. ISBN: 978-80-214-5365-4. 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)
Abstrakt

Left-censored data with two detection limits occur frequently in many application areas, especially in environmental sciences. This paper suggests a computational procedure for calculation of confidence intervals for the expected value of type I doubly left-censored Weibull samples. Three methods of confidence bounds construction are proposed, specifically the maximum likelihood method, and parametric and non-parametric bootstrap. Performances of the particular methods are assessed using simulations. It is shown that bootstrap-based confidence intervals have less satisfactory coverage properties for small sample sizes and high level of censoring.

Klíčová slova

Bootstrap, doubly left-censored data, expected value, Fisher information matrix, maximum likelihood.

Rok
2016
Strany
249–254
Časopis
Mendel Journal series, č. 22, ISSN 1803-3814
Sborník
MENDEL 2016, 22nd International Conference on Soft Computing
Konference
Mendel 2016
ISBN
978-80-214-5365-4
Místo
Brno
EID Scopus
2-s2.0-85014919442
BibTeX 
@inproceedings{BUT125961,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="On the confidence intervals for mean of left-censored Weibull distribution",
  booktitle="MENDEL 2016, 22nd International Conference on Soft Computing",
  year="2016",
  journal="Mendel Journal series",
  number="22",
  pages="249--254",
  address="Brno",
  isbn="978-80-214-5365-4",
  issn="1803-3814"
}
Pracoviště
Ústav matematiky (UMAT)
Nahoru