Publication detail

Statistical analysis of type I multiply left-censored samples from exponential distribution

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"
}