Acta Univ. Agric. Silvic. Mendelianae Brun. 2018, 66(1), 245-252 | DOI: 10.11118/actaun201866010245

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

Michal Fusek1, Jaroslav Michálek2
1 Department of Mathematics, Faculty of Electrical Engineering and Communication, Brno University of Technology, Technická 2848/8, 616 00 Brno, Czech Republic
2 Department of Econometrics, Faculty of Military Leadership, University of Defence, Šumavská 4, 662 10 Brno, Czech Republic

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
Grants and funding:

The paper was written with the support of project No. MO DZRO K-110, University of Defence. The authors would like to thank the editor and the reviewers for a number of good suggestions which helped to improve the manuscript.

Prepublished online: February 28, 2018; Published: September 1, 2018  Show citation

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Fusek, M., & Michálek, J. (2018). Left-Censored Samples from Skewed Distributions: Statistical Inference and Applications. Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 66(1), 245-252. doi: 10.11118/actaun201866010245
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