Decision making based on censored data is a problem of serious concern as such data can provide only limited information compared to the corresponding uncensored data. In this article we describe a very general method of estimating the distribution of type I and II singly censored data. We derive single unified expressions for the probability weighted moments and L-moments of all univariate continuous distributions using a four-parameter family of distributions known as the Generalised Lambda Distribution (GLD) and use them to estimate the density of complete and censored data.
Publié le : 2010-03-15
Classification:
Censored data,
density estimation,
Generalized Lambda Distribution family,
L-moments,
partial probability weighted moments
@article{1262271214,
author = {Mercy, Joseph and Kumaran, M.},
title = {Estimation of the generalized lambda distribution from censored data},
journal = {Braz. J. Probab. Stat.},
volume = {24},
number = {1},
year = {2010},
pages = { 42-56},
language = {en},
url = {http://dml.mathdoc.fr/item/1262271214}
}
Mercy, Joseph; Kumaran, M. Estimation of the generalized lambda distribution from censored data. Braz. J. Probab. Stat., Tome 24 (2010) no. 1, pp. 42-56. http://gdmltest.u-ga.fr/item/1262271214/