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FUSEK, M. MICHÁLEK, J.
Original Title
Statistical Analysis of Doubly Left-Censored Samples from Exponential 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 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
Authors
FUSEK, M.; MICHÁLEK, J.
RIV year
2012
Released
30. 6. 2012
Publisher
Brno University of Technology
Location
Brno, Czech Republic
ISBN
978-80-214-4540-6
Book
MENDEL 2012, 18th International Conference on Soft Computing
Edition
1
Edition number
1803-3814
Periodical
Mendel Journal series
Year of study
State
Czech Republic
Pages from
564
Pages to
569
Pages count
6
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" }