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FUSEK, M. MICHÁLEK, J.
Original Title
Statistical analysis of type I multiply left-censored samples from exponential distribution
Type
journal article in Web of Science
Language
English
Original Abstract
Left-censored data with one or more detection limits often arise in environmental contexts. The computational procedure for calculation of maximum likelihood estimators of the parameter for Type I multiply left-censored data from underlying exponential distribution is suggested and used considering various numbers of detection limits. The expected Fisher information measure (FIM) is analytically determined and its performance is compared with sample (observed) FIM using simulations. Simulations are focused primarily on the properties of estimators for small sample sizes. Moreover, the simulations follow the possible applications of the results in the statistical analysis of real chemical data.
Keywords
multiply left-censored sample; maximum likelihood estimator; exponential distribution; Fisher information measure; Type I censoring
Authors
FUSEK, M.; MICHÁLEK, J.
RIV year
2015
Released
24. 7. 2015
ISBN
0094-9655
Periodical
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Year of study
85
Number
11
State
United Kingdom of Great Britain and Northern Ireland
Pages from
2148
Pages to
2163
Pages count
16
BibTex
@article{BUT107489, author="Michal {Fusek} and Jaroslav {Michálek}", title="Statistical analysis of type I multiply left-censored samples from exponential distribution", journal="JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION", year="2015", volume="85", number="11", pages="2148--2163", doi="10.1080/00949655.2014.923886", issn="0094-9655" }