Result Details

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

FUSEK, M.; MICHÁLEK, J. Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution. In XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers. Brno: Publishing office of the University of Defence, 2012. p. 31-40. ISBN: 978-80-7231-897-1.
Type
conference paper
Language
English
Authors
Fusek Michal, Ing., Ph.D., IM (FME)
Michálek Jaroslav, doc. RNDr., CSc., FME (FME), 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 Weibull distribution. Maximum likelihood estimators of the parameters are given and examined considering various censoring schemes. The expected Fisher information matrix (FIM) is analytically determined and compared with the sample FIM using simulations. Simulations are focused primarily on the properties of estimates for small sample sizes.

Keywords

doubly left-censored, Weibull distribution, Fisher information, Type I censoring, maximum likelihood estimator

Published
2012
Pages
31–40
Proceedings
XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers
Conference
Problems of Decision Making under Uncertainties PDMU 2012
ISBN
978-80-7231-897-1
Publisher
Publishing office of the University of Defence
Place
Brno
BibTeX 
@inproceedings{BUT95762,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution",
  booktitle="XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers",
  year="2012",
  pages="31--40",
  publisher="Publishing office of the University of Defence",
  address="Brno",
  isbn="978-80-7231-897-1"
}
Departments
Institute of Mathematics (IM)
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