Left-Censored Samples from Skewed Distributions: Statistical Inference and Applications

Michal Fusek and Jaroslav Michálek
Additional contact information
Michal Fusek: Department of Mathematics, Faculty of Electrical Engineering and Communication, Brno University of Technology, Technická 2848/8, 616 00 Brno, Czech Republic
Jaroslav Michálek: Department of Econometrics, Faculty of Military Leadership, University of Defence, Šumavská 4, 662 10 Brno, Czech Republic

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2018, vol. 66, issue 1, 245-252

Abstract: Left-censored data occur frequently in many areas. At present, researchers pay attention to skewed censored distributions more frequently. This paper deals with statistical inference of type I multiply left-censored Weibull and exponential distributions. It suggests a computational procedure for calculation of maximum likelihood estimates of the parameters. The expected Fisher information matrix for estimation of variances of estimated parameters is introduced. The estimates are then used for construction of confidence intervals for the expectation using the maximum likelihood method. Asymptotic tests for comparison of distributions (expectations respectively) of two independent left-censored Weibull samples are proposed. Furthermore, asymptotic tests for assessing suitability of reduction of the Weibull distribution to the exponential distribution are introduced. Finally, the left-censored exponential distribution is briefly described. Methods derived in this paper are illustrated on elemental carbon measurements, and can be applied in analysis of real environmental and/or chemical data.

Keywords: asymptotic tests; Fisher information matrix; left-censored data; maximum likelihood; skewed distribution (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://acta.mendelu.cz/doi/10.11118/actaun201866010245.html (text/html)
http://acta.mendelu.cz/doi/10.11118/actaun201866010245.pdf (application/pdf)
free of charge

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mup:actaun:actaun_2018066010245

DOI: 10.11118/actaun201866010245

Access Statistics for this article

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis is currently edited by Markéta Havlásková

More articles in Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis from Mendel University Press
Bibliographic data for series maintained by Ivo Andrle ().