Publication detail

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

FUSEK, M. MICHÁLEK, J.

Original Title

Statistical Inference of Doubly Left-Censored Samples from Weibull Distribution

Type

conference paper

Language

English

Original 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

Authors

FUSEK, M.; MICHÁLEK, J.

RIV year

2012

Released

1. 11. 2012

Publisher

Publishing office of the University of Defence

Location

Brno

ISBN

978-80-7231-897-1

Book

XX International Conference PDMU-2012 Problems of Decision Making under Uncertainties Proceedings - Applied Papers

Pages from

31

Pages to

40

Pages count

10

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"
}