Detail výsledku

Statistical inference for type I multiply left-censored samples from Weibull distribution

FUSEK, M.; MICHÁLEK, J. Statistical inference for type I multiply left-censored samples from Weibull distribution. CYBERNETICS AND SYSTEMS ANALYSIS, 2019, vol. 55, no. 4, p. 590-604. ISSN: 1060-0396.
Typ
článek v časopise
Jazyk
anglicky
Autoři
Fusek Michal, Ing., Ph.D., UMAT (FEKT)
Michálek Jaroslav, doc. RNDr., CSc., FSI (FSI)
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

URL
Rok
2019
Strany
590–604
Časopis
CYBERNETICS AND SYSTEMS ANALYSIS, roč. 55, č. 4, ISSN 1060-0396
DOI
10.1007/s10559-019-00168-x
UT WoS
000478744300009
EID Scopus
2-s2.0-85069883593
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"
}
Pracoviště
Ústav matematiky (UMAT)
Nahoru