Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions |
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Authors: | Claudio Macci Lea Petrella |
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Institution: | 1. Dipartimento di Matematica , Università di Roma Tor Vergata , Roma, Italia macci@mat.uniroma2.it;3. Dipartimento di Studi Geoeconomici, Linguistici, Statistici , Università di Roma La Sapienza , Roma, Italia |
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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. |
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Keywords: | Censored data Curved exponential model Large deviations Mixture of conjugate prior distributions Survival analysis |
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