Minimum Message Length Inference of the Exponential Distribution with Type I Censoring

Data with censoring is common in many areas of science and the associated statistical models are generally estimated with the method of maximum likelihood combined with a model selection criterion such as Akaike’s information criterion. This manuscript demonstrates how the information theoretic mini...

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Autores principales: Enes Makalic, Daniel Francis Schmidt
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Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/7e84639a565c42d8a823cd963433e248
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spelling oai:doaj.org-article:7e84639a565c42d8a823cd963433e2482021-11-25T17:29:40ZMinimum Message Length Inference of the Exponential Distribution with Type I Censoring10.3390/e231114391099-4300https://doaj.org/article/7e84639a565c42d8a823cd963433e2482021-10-01T00:00:00Zhttps://www.mdpi.com/1099-4300/23/11/1439https://doaj.org/toc/1099-4300Data with censoring is common in many areas of science and the associated statistical models are generally estimated with the method of maximum likelihood combined with a model selection criterion such as Akaike’s information criterion. This manuscript demonstrates how the information theoretic minimum message length principle can be used to estimate statistical models in the presence of type I random and fixed censoring data. The exponential distribution with fixed and random censoring is used as an example to demonstrate the process where we observe that the minimum message length estimate of mean survival time has some advantages over the standard maximum likelihood estimate.Enes MakalicDaniel Francis SchmidtMDPI AGarticleminimum message lengthexponential distributionmaximum likelihoodsurvival analysiscensoringScienceQAstrophysicsQB460-466PhysicsQC1-999ENEntropy, Vol 23, Iss 1439, p 1439 (2021)
institution DOAJ
collection DOAJ
language EN
topic minimum message length
exponential distribution
maximum likelihood
survival analysis
censoring
Science
Q
Astrophysics
QB460-466
Physics
QC1-999
spellingShingle minimum message length
exponential distribution
maximum likelihood
survival analysis
censoring
Science
Q
Astrophysics
QB460-466
Physics
QC1-999
Enes Makalic
Daniel Francis Schmidt
Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
description Data with censoring is common in many areas of science and the associated statistical models are generally estimated with the method of maximum likelihood combined with a model selection criterion such as Akaike’s information criterion. This manuscript demonstrates how the information theoretic minimum message length principle can be used to estimate statistical models in the presence of type I random and fixed censoring data. The exponential distribution with fixed and random censoring is used as an example to demonstrate the process where we observe that the minimum message length estimate of mean survival time has some advantages over the standard maximum likelihood estimate.
format article
author Enes Makalic
Daniel Francis Schmidt
author_facet Enes Makalic
Daniel Francis Schmidt
author_sort Enes Makalic
title Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
title_short Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
title_full Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
title_fullStr Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
title_full_unstemmed Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
title_sort minimum message length inference of the exponential distribution with type i censoring
publisher MDPI AG
publishDate 2021
url https://doaj.org/article/7e84639a565c42d8a823cd963433e248
work_keys_str_mv AT enesmakalic minimummessagelengthinferenceoftheexponentialdistributionwithtypeicensoring
AT danielfrancisschmidt minimummessagelengthinferenceoftheexponentialdistributionwithtypeicensoring
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