A pseudo-complete sample technique for estimation from censored samples

Abstract

An iterative procedure is presented whereby singly right censored samples are transformed into pseudo-complete samples. This involves the use of order statistics to calculate expected “complete” values of the censored observations. Estimates of the distribution parameters are then calculated by employing standard complete sample estimators. This procedure is applicable to various types of distributions.

Keywords:

• censored samples
• normal distribution
• skewed distributions
• inverse Gaussian distribution