학술논문

Minimum Message Length Inference of the Exponential Distribution with Type I Censoring
Document Type
article
Source
Entropy, Vol 23, Iss 11, p 1439 (2021)
Subject
minimum message length
exponential distribution
maximum likelihood
survival analysis
censoring
Science
Astrophysics
QB460-466
Physics
QC1-999
Language
English
ISSN
1099-4300
Abstract
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.