Detail výsledku
Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution
Michálek Jaroslav, doc. RNDr., CSc., FSI (FSI), UTKO (FEKT), ÚM OSO (FSI)
When analyzing environmental or chemical data, we often have to deal with left-censored observations with one or more detection limits. Estimators of the parameters are derived for Type I doubly left-censored data having two detection limits and assuming an underlying exponential distribution. Maximum likelihood estimate of the parameter is given and examined considering various number of censored observations. Theoretical Fisher information is analytically determined and compared with empirical Fisher information using simulations. Simulations are focused primarily on the properties of estimates for small sample size.
doubly left-censored, likelihood function, maximum likelihood estimates, exponential distribution, Fisher information, Type I censoring
@inproceedings{BUT93071,
author="Michal {Fusek} and Jaroslav {Michálek}",
title="Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution",
booktitle="MENDEL 2012, 18th International Conference on Soft Computing",
year="2012",
series="1",
journal="Mendel Journal series",
volume="2012",
number="1",
pages="564--569",
publisher="Brno University of Technology",
address="Brno, Czech Republic",
isbn="978-80-214-4540-6",
issn="1803-3814"
}