Continuous Statistical Models: With or Without Truncation Parameters?

Date
2015
Language
American English
Embargo Lift Date
Committee Members
Degree
Degree Year
Department
Grantor
Journal Title
Journal ISSN
Volume Title
Found At
Springer
Abstract

Lifetime data are usually assumed to stem from a continuous distribution supported on [0, b) for some b ≤ ∞. The continuity assumption implies that the support of the distribution does not have atom points, particularly not at 0. Accordingly, it seems reasonable that with an accurate measurement tool all data observations will be positive. This suggests that the true support may be truncated from the left. In this work we investigate the effects of adding a left truncation parameter to a continuous lifetime data statistical model. We consider two main settings: right truncation parametric models with possible left truncation, and exponential family models with possible left truncation. We analyze the performance of some optimal estimators constructed under the assumption of no left truncation when left truncation is present, and vice versa. We investigate both asymptotic and finite-sample behavior of the estimators. We show that when left truncation is not assumed but is, in fact present, the estimators have a constant bias term, and therefore will result in inaccurate and inefficient estimation. We also show that assuming left truncation where actually there is none, typically does not result in substantial inefficiency, and some estimators in this case are asymptotically unbiased and efficient.

Description
item.page.description.tableofcontents
item.page.relation.haspart
Cite As
Vancak, V., Goldberg, Y., Bar-Lev, S. K., & Boukai, B. (2015). Continuous statistical models: With or without truncation parameters?. Mathematical Methods of Statistics, 24(1), 55-73.
ISSN
Publisher
Series/Report
Sponsorship
Major
Extent
Identifier
Relation
Journal
Mathematical Methods of Statistics
Source
Author
Alternative Title
Type
Article
Number
Volume
Conference Dates
Conference Host
Conference Location
Conference Name
Conference Panel
Conference Secretariat Location
Version
Author's manuscript
Full Text Available at
This item is under embargo {{howLong}}