An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring

被引：31

作者：

Nandi, Swagata ^{[1
]}

Dewan, Isha ^{[1
]}

机构：

[1] Indian Stat Inst, Theoret Stat & Math Unit, Delhi Ctr, New Delhi 110016, India

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2010年 / 54卷 / 06期

关键词：

Marshall-Olkin bivariate distribution; Random censoring; EM algorithm; Pseudo-likelihood; MARSHALL-OLKIN; EXPONENTIAL DISTRIBUTION; LIFETIMES; MODELS;

D O I：

10.1016/j.csda.2010.01.004

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We consider the problem of estimation of the parameters of the Marshall-Olkin Bivariate Weibull distribution in the presence of random censoring. Since the maximum likelihood estimators of the parameters cannot be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are carried out to conclude that the estimators perform efficiently under random censoring. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：1559 / 1569

页数：11

共 50 条

[1] An EM algorithm for the estimation of parameters of bivariate generalized exponential distribution under random left censoring
Dewan, Isha
Nandi, Swagata
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2013, 83 (09) : 1648 - 1660
[2] Estimating the parameters of the Marshall-Olkin bivariate Weibull distribution by EM algorithm
Kundu, Debasis
Dey, Arabin Kumar
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2009, 53 (04) : 956 - 965
[3] On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
Kim, Namhyun
COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2016, 23 (03) : 241 - 250
[4] Estimating the Parameters of the Bivariate Burr Type III Distribution by EM Algorithm
Azizi, Afsaneh
Sayyareh, Abdolreza
JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, 2019, 18 (01): : 133 - 155
[5] A hierarchical Bayesian analysis for bivariate Weibull distribution under left-censoring scheme
Peralta, Danielle
de Oliveira, Ricardo Puziol
Achcar, Jorge Alberto
JOURNAL OF APPLIED STATISTICS, 2024, 51 (09) : 1772 - 1791
[6] Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring
Sukhdev Singh
Yogesh Mani Tripathi
Statistical Papers, 2018, 59 : 21 - 56
[7] Estimating the parameters of an inverse Weibull distribution under progressive type-I interval censoring
Singh, Sukhdev
Tripathi, Yogesh Mani
STATISTICAL PAPERS, 2018, 59 (01) : 21 - 56
[8] A Note on Weibull Parameter Estimation with Interval Censoring Using the EM Algorithm
Park, Chanseok
MATHEMATICS, 2023, 11 (14)
[9] EM ALGORITHM FOR THE MIXTURES OF THE MARSHALL-OLKIN BIVARIATE WEIBULL DISTRIBUTIONS
Calis, Nazif
Turkan, Ayca Hatice
Erisoglu, Murat
Erisoglu, Ulku
Erol, Hamza
ADVANCES AND APPLICATIONS IN STATISTICS, 2011, 24 (01) : 35 - 48
[10] MODIFIED BISECTION ALGORITHM IN ESTIMATING THE EXTREME VALUE INDEX UNDER RANDOM CENSORING
Kouider, M. R.
Idiou, N.
Benatia, F.
TWMS JOURNAL OF APPLIED AND ENGINEERING MATHEMATICS, 2023, 13 (04): : 1408 - 1422

← 1 2 3 4 5 →