Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution

被引：0

作者：

Li, Zhendong ^{[1
]}

Li, Mengmeng ^{[2
]}

机构：

[1] Lanzhou Univ Finance & Econ, Sch Informat Engn, Lanzhou 730020, Peoples R China

[2] Lanzhou Univ Finance & Econ, Sch Stat, Lanzhou 730020, Peoples R China

来源：

SENSORS, MEASUREMENT AND INTELLIGENT MATERIALS II, PTS 1 AND 2 | 2014年 / 475-476卷

关键词：

Missing data; Rayleigh algorithm; EM; Parameter estimation;

D O I：

10.4028/www.scientific.net/AMM.475-476.278

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

Is EM algorithm parameter estimation under Rayleigh distribution sensitive to missing data and if it is, what extent is it? By designing computer simulation methods, contrast and analyze the results of maximum likelihood estimation and EM algorithm estimation under different missing rate. It shows that the results were almost identical when the missing rate is below 0.30, but the efficiency of EM algorithm gradually deteriorates as the missing rate increases. Meanwhile the results also show that the EM algorithm is sensitive to sample size and the selection of initial value.

引用

页码：278 / +

页数：2