Abstract
Decision making based on censored data is a problem of serious concern as such data can provide only limited information compared to the corresponding uncensored data. In this article we describe a very general method of estimating the distribution of type I and II singly censored data. We derive single unified expressions for the probability weighted moments and L-moments of all univariate continuous distributions using a four-parameter family of distributions known as the Generalised Lambda Distribution (GLD) and use them to estimate the density of complete and censored data.
Citation
Joseph Mercy. M. Kumaran. "Estimation of the generalized lambda distribution from censored data." Braz. J. Probab. Stat. 24 (1) 42 - 56, March 2010. https://doi.org/10.1214/08-BJPS012
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