Statistical analysis of type I multiply left-censored samples from exponential distribution

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článek v časopise v databázi Web of Science
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Left-censored data with one or more detection limits often arise in environmental contexts. The computational procedure for calculation of maximum likelihood estimators of the parameter for Type I multiply left-censored data from underlying exponential
distribution is suggested and used considering various numbers of detection limits. The expected Fisher information measure (FIM) is analytically determined and its performance is compared with sample (observed) FIM using simulations. Simulations are focused primarily on the properties of estimators for small sample sizes. Moreover, the simulations follow the possible applications of the results in the statistical analysis of real chemical data.

Klíčová slova
multiply left-censored sample
maximum likelihood estimator
exponential distribution
Fisher information measure
Type I censoring