Result Details

Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution

FUSEK, M.; MICHÁLEK, J. Statistical Analysis of Doubly Left-Censored Samples from Exponential Distribution. In MENDEL 2012, 18th International Conference on Soft Computing. Mendel Journal series. 1. Brno, Czech Republic: Brno University of Technology, 2012. p. 564-569. ISBN: 978-80-214-4540-6. ISSN: 1803-3814.
Type
conference paper
Language
English
Authors
Fusek Michal, Ing., Ph.D., IM (FME)
Michálek Jaroslav, doc. RNDr., CSc., FME (FME), UTKO (FEEC), IM DSO (FME)
Abstract

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.

Keywords

doubly left-censored, likelihood function, maximum likelihood estimates, exponential distribution, Fisher information, Type I censoring

Published
2012
Pages
564–569
Journal
Mendel Journal series, vol. 2012, ISSN 1803-3814
Proceedings
MENDEL 2012, 18th International Conference on Soft Computing
Series
1
Edition
1
Conference
18th International Conference on Soft Computing, MENDEL 2012
ISBN
978-80-214-4540-6
Publisher
Brno University of Technology
Place
Brno, Czech Republic
BibTeX
@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"
}
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