Left-censored samples from Weibull distribution – statistical inference and applications
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F16%3APU120027" target="_blank" >RIV/00216305:26220/16:PU120027 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Left-censored samples from Weibull distribution – statistical inference and applications
Original language description
The problem of statistical analysis of left-censored samples from a skewed distribution using the maximum likelihood method is solved only partially, see e.g. Mitra and Kundu [J. Stat. Comput. Sim. (2008)], Fusek and Michalek [J. Stat. Comput. Sim. (2015)]. On one hand, the maximum likelihood approach can certainly be used when data are not normally distributed and the obtained estimates have good asymptotic properties. On the other hand, likelihood equations can be nonlinear, rather complicated, and it is often impossible to find their analytic solution. Moreover, it is difficult to determine Fisher information matrix which is necessary for description of asymptotic variability of obtained estimates. This contribution focuses on type I left-censored skewed samples from Weibull distribution. A computational procedure for determination of maximum likelihood estimates of parameters of Weibull distribution will be described and the analyti form of the Fisher information matrix will be presented. Bias of
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů