Mathematics & Computer Science Faculty Work
Title
Impact of Censoring on Sample Variances in a Bivariate Normal Model
Document Type
Article
Publication Date
2003
Publication Title
Journal of Statistical Planning and Inference
Volume Number
114
Issue Number
2018-01-02
DOI
10.1016/S0378-3758(02)00468-8
Abstract
Suppose a bivariate normal random sample of size n is subjected to Type II censoring on one of the variates so that only a set of p order statistics and their concomitants are observed. For singly and symmetrically censored samples, we obtain close approximations to the distributions of sample variances of the observed order statistics and their concomitants by gamma distributions. We use simulation, method of maximum likelihood and moment matching techniques to express the gamma parameters involved as explicit functions of n and p, and in the case of concomitants, also the correlation coefficient. We examine the goodness-of-fit of these gamma approximations and the accuracy of the associated estimates of the percentiles of the two sample variances.
ISSN
0378-3758
First Page
145
Last Page
160
Recommended Citation
Linder, R. Scott and Nagaraja, H.N., "Impact of Censoring on Sample Variances in a Bivariate Normal Model" (2003). Mathematics & Computer Science Faculty Work. 9.
https://digitalcommons.owu.edu/math_cs_pubs/9
Link Out URL
https://doi.org/10.1016/S0378-3758(02)00468-8