Detail publikace

On the confidence intervals for mean of left-censored Weibull distribution

FUSEK, M. MICHÁLEK, J.

Originální název

On the confidence intervals for mean of left-censored Weibull distribution

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

Left-censored data with two detection limits occur frequently in many application areas, especially in environmental sciences. This paper suggests a computational procedure for calculation of confidence intervals for the expected value of type I doubly left-censored Weibull samples. Three methods of confidence bounds construction are proposed, specifically the maximum likelihood method, and parametric and non-parametric bootstrap. Performances of the particular methods are assessed using simulations. It is shown that bootstrap-based confidence intervals have less satisfactory coverage properties for small sample sizes and high level of censoring.

Klíčová slova

Bootstrap, doubly left-censored data, expected value, Fisher information matrix, maximum likelihood.

Autoři

FUSEK, M.; MICHÁLEK, J.

Vydáno

8. 6. 2016

Místo

Brno

ISBN

978-80-214-5365-4

Kniha

MENDEL 2016, 22nd International Conference on Soft Computing

ISSN

1803-3814

Periodikum

Mendel Journal series

Číslo

22

Stát

Česká republika

Strany od

249

Strany do

254

Strany počet

6

BibTex

@inproceedings{BUT125961,
  author="Michal {Fusek} and Jaroslav {Michálek}",
  title="On the confidence intervals for mean of left-censored Weibull distribution",
  booktitle="MENDEL 2016, 22nd International Conference on Soft Computing",
  year="2016",
  journal="Mendel Journal series",
  number="22",
  pages="249--254",
  address="Brno",
  isbn="978-80-214-5365-4",
  issn="1803-3814"
}