STATISTICAL-INFERENCE FOR CENSORED BIVARIATE NORMAL-DISTRIBUTIONS BASED ON INDUCED ORDER STATISTICS

成果类型:
Article
署名作者:
HARRELL, FE; SEN, PK
署名单位:
University of North Carolina; University of North Carolina Chapel Hill
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444
发表日期:
1979
页码:
293298
关键词:
摘要:
For a censored sample from a bivariate normal distribution consisting of the first k of n order statistics of one variable and the induced order statistics of the other variable, the maximum likelihood estimators of the parameters and the associated large sample covariance matrix are derived. The likelihood ratio test for independence is given and its power properties are studied. These methods are useful in selection problems or in life testing situations in which concomitant variates are observable only for the uncensored primary variates.