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Activity Number:
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114
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Type:
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Contributed
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Date/Time:
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Monday, August 7, 2006 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #307052 |
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Title:
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Inference on the Mean Parameter of the Skewed Distribution
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Author(s):
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Toshinari Kamakura*+
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Companies:
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Chuo University
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Address:
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1-13-27 Kasuga, Tokyo, 112-8551, Japan
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Keywords:
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simulation ; approximation ; skewed distribution ; survival analysis
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Abstract:
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In the field of the survival analysis the positive skewed distributions play important roles for describing lifetime, survival time or failure time. The mean value is the one of the most important parameters that specifies the underlying distributions. In case of the large sample size the central limit theory supports well normal approximation of the distributions of the sample mean and ML estimates. However, for small sample this approximation can not be adequate to test the mean parameter and make confidence intervals. In this article we investigate the behavior the several estimates for the mean parameter of the skewed distribution by simulation studies and report the properties of the estimates and represent the possibility of the new method.
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