Autori
Macci, Claudio
Petrella, Lea

Titolo
Censored exponential data: large deviations for MLEs and posterior distributions
Periodico
Università degli Studi di Roma "La Sapienza" - Dipartimento di Studi Geoeconomici, Linguistici, Statistici e Storici per l'Analisi regionale. Working papers
Anno: 2008 - Fascicolo: 49 - Pagina iniziale: 1 - Pagina finale: 15

In this paper 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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