• Title/Summary/Keyword: Censored-sample estimators

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Estimation of the Mean and Variance for Normal Distributions whose Both Sides are Truncated

  • Hong, Chong-Sun;Choi, Yun-Young
    • Communications for Statistical Applications and Methods
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    • v.9 no.1
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    • pp.249-259
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    • 2002
  • In order to estimate the mean and variance for a Normal distribution which is truncated at both right and left sides, maximum likelihood estimators based on the entire sample from the original distribution are compared with the sample mean and variance of the censored sample which is the data remaining after truncation using simulation. We found that, surprisingly, the mean squared error of the mean based on the censored data Is smaller than that of the full sample estimators.

Estimation for the Power Function Distribution Based on Type- II Censored Samples

  • Kang, Suk-Bok;Jung, Won-Tae
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1335-1344
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    • 2008
  • The maximum likelihood method does not admit explicit solutions when the sample is multiply censored and progressive censored. So we shall propose some approximate maximum likelihood estimators (AMLEs) of the scale parameter for the power function distribution based on multiply Type-II censored samples and progressive Type-II censored samples when shape parameter is known. We compare the proposed estimators in the sense of the mean squared error (MSE) through Monte Carlo simulation for various censoring schemes.

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AMLE for the Gamma Distribution under the Type-I censored sample

  • Kang, Suk-Bok;Lee, Hwa-Jung
    • Journal of the Korean Data and Information Science Society
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    • v.11 no.1
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    • pp.57-64
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    • 2000
  • By assuming a Type-I censored sample, we propose the approximate maximum likelihood estimators(AMLE) of the scale and location parameters of the gamma distribution. We compare the proposed estimators with the maximum likelihood estimators(MLE) in the sense of the mean squared errors(MSE) through Monte Carlo method.

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AMLEs for the Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang Suk-Bok;Lee Sang-Ki
    • Communications for Statistical Applications and Methods
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    • v.12 no.3
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    • pp.603-613
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    • 2005
  • We propose some estimators of the location parameter and derive the approximate maximum likelihood estimators (AMLEs) of the scale parameter in the exponential distribution based on multiply Type-II censored samples. We calculate the moments for the proposed estimators of the location parameter, and the AMLEs which are the linear functions of the order statistics. We compare the proposed estimators in the sense of the mean squared error (MSE) for various censored samples.

Estimation for Two-Parameter Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.4
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    • pp.1319-1328
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    • 2006
  • For multiply Type-II censored samples from two-parameter Rayleigh distribution, the maximum likelihood method does not admit explicit solutions. In this case, we propose some explicit estimators of the location and scale parameters in the Rayleigh distribution by the approximate maximum likelihood methods. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for the Rayleigh Distribution Based on Multiply Type-II Censored Sample

  • Han, Jun-Tae;Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.183-195
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    • 2006
  • In this paper, we derive several approximate maximum likelihood estimators of the scale and location parameters in the Rayleigh distribution based on multiply Type-II censored samples. We compare the proposed estimators in the sense of the mean squared error for various censored samples.

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Estimation for Exponential Distribution Based on Multiply Type-II Censored Samples

  • Kang, Suk-Bok
    • 한국데이터정보과학회:학술대회논문집
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    • 2004.04a
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    • pp.203-210
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    • 2004
  • When the available sample is multiply Type-II censored, the maximum likelihood estimators of the location and the scale parameters of two- parameter exponential distribution do not admit explicitly. In this case, we propose some estimators which are linear functions of the order statistics and also propose some estimators by approximating the likelihood equations appropriately. We compare the proposed estimators by the mean squared errors.

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Parameter Estimation From Singly Censored Normal Sample (관측중단된 정규표본으로부터의 모수추정에 관한 연구)

  • Gwon, Yeong-Il
    • Journal of Korean Society for Quality Management
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    • v.15 no.2
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    • pp.61-68
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    • 1987
  • This paper considers the estimation of the parameters of a normal population from which a sample which has been censored at a known point is obtained. Simple estimators are presented which are given in closed forms. It is shown that maximum likelihood estimators are obtained by using the estimation procedure iteratively. Some computer simulation results are given.

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Estimation of the half-logistic distribution based on multiply Type I hybrid censored sample

  • Shin, Hyejung;Kim, Jungdae;Lee, Changsoo
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1581-1589
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    • 2014
  • In this paper, we consider maximum likelihood estimators of the location and scale parameters for the half-logistic distribution when samples are multiply Type I hybrid censored. The scale parameter is estimated by approximate maximum likelihood estimation methods using two different Taylor series expansion types ($\hat{\sigma}_I$, $\hat{\sigma}_{II}$). We compare the estimators in the sense of the root mean square error (RMSE). The simulation procedure is repeated 10,000 times for the sample size n=20 and 40 and various censored schemes. The approximate MLE of the second type is better than that of the first type in the sense of the RMSE. Further an illustrative example with the real data is presented.