Asymptotic properties and expectation-maximization algorithm for maximum likelihood estimates of the parameters from Weibull-Logarithmic model

被引：3

作者：

Gui Wen-hao ^{[1
]}

Zhang Huai-nian ^{[2
]}

机构：

[1] Beijing Jiaotong Univ, Dept Math, Beijing 100044, Peoples R China

[2] Beijing Inst Petrochem Technol, Dept Math & Phys, Beijing 102617, Peoples R China

来源：

APPLIED MATHEMATICS-A JOURNAL OF CHINESE UNIVERSITIES SERIES B | 2016年 / 31卷 / 04期

基金：

中央高校基本科研业务费专项资金资助;

关键词：

Maximum likelihood estimate; EM algorithm; Fisher information; Order statistics; Asymptotic properties; DECREASING FAILURE RATE; LIFETIME DISTRIBUTION;

D O I：

10.1007/s11766-016-3391-2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this article, we consider a lifetime distribution, the Weibull-Logarithmic distribution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.

引用

页码：425 / 438

页数：14

共 14 条

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