Censored lifespans in a double-truncated sample: Maximum likelihood inference for exponential and geometric distribution

Fiete Sieg, Anne-Marie Toparkus and Rafael Weißbach

Statistics & Probability Letters, 2025, vol. 226, issue C

Abstract: We approximate a small truncated sample of censored durations with a bivariate Poisson process. For exponential or geometric distribution of the duration, we derive the likelihood, profile out the unobservable sample size, and study identification, consistency as well as asymptotic normality.

Keywords: Truncation; Censoring; Point process; Maximum likelihood; Asymptotic inference (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spl.2025.110504

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