In this article, we consider several statistical models for censored exponential data. We prove a large deviation result for the maximum likelihood estimators (MLEs) of each model, and a unique result for the posterior distributions which works well for all the cases. Finally, comparing the large deviation rate functions for MLEs and posterior distributions, we show that a typical feature fails for one model; moreover, we illustrate the relation between this fact and a well-known result for curved exponential models.
Censured Exponential data: large deviations for MLEs and posterior distributions / C., Macci; Petrella, Lea. - In: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS. - ISSN 0361-0926. - STAMPA. - 38:(2009), pp. 2435-2452. [10.1080/03610920802562764]
Censured Exponential data: large deviations for MLEs and posterior distributions
PETRELLA, Lea
2009
Abstract
In this article, we consider several statistical models for censored exponential data. We prove a large deviation result for the maximum likelihood estimators (MLEs) of each model, and a unique result for the posterior distributions which works well for all the cases. Finally, comparing the large deviation rate functions for MLEs and posterior distributions, we show that a typical feature fails for one model; moreover, we illustrate the relation between this fact and a well-known result for curved exponential models.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.