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Graphical Estimators From Probability Plots With Right-Censored Data

Summary: ´╗┐[This abstract is based on the authors' abstract.] Probability plots are often used for assessing parametric distributional assumptions and are well suited for location scale families. When the plot shows reasonable conformity to the assumed family, the underlying location and scale parameters can be estimated by fitting a line through the plot, a method that is especially useful with censored data. The properties of graphical estimators with multiple right-censored data are investigated and compared with the performance of maximum likelihood estimators. Large sample results are obtained on consistency, asymptotic normality, and asymptotic variance expressions. Small sample properties are studied through simulation for selected distributions and censoring patterns.

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  • Topics: Statistics
  • Keywords: Censored data, Location parameter, Lognormal distribution, Reliability, Weibull distribution
  • Author: Somboonsavatdee, Anupap; Nair, Vijayan N.; Sen, Ananda
  • Journal: Technometrics