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
收藏
页码：1559 / 1569
页数：11
相关论文
共 50 条
  • [31] Analysis of dependent competing risks in the presence of progressive hybrid censoring using Marshall-Olkin bivariate Weibull distribution
    Feizjavadian, S. H.
    Hashemi, R.
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2015, 82 : 19 - 34
  • [32] Estimating the lifetime performance index with Weibull distribution based on progressive first-failure censoring scheme
    Ahmadi, Mohammad Vail
    Doostparast, Mandi
    Ahmadi, Jafar
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2013, 239 : 93 - 102
  • [33] Interval-valued EM Algorithm with Application to Estimating Parameters
    Su, Zhi-gang
    Wang, Pei-hong
    Wang, Yi-fan
    WORLD CONGRESS ON ENGINEERING AND COMPUTER SCIENCE, WCECS 2012, VOL I, 2012, : 551 - 556
  • [34] PARAMETER ESTIMATION FOR WEIBULL DISTRIBUTION WITH RIGHT CENSORED DATA USING EM ALGORITHM
    Ferreira, Luis Andrade
    Silva, Jose Luis
    EKSPLOATACJA I NIEZAWODNOSC-MAINTENANCE AND RELIABILITY, 2017, 19 (02): : 310 - 315
  • [35] survivalBIV: Estimation of the Bivariate Distribution Function for Sequentially Ordered Events Under Univariate Censoring
    Moreira, Ana
    Meira-Machado, Luis
    JOURNAL OF STATISTICAL SOFTWARE, 2012, 46 (13): : 1 - 16
  • [36] Inference on unknown parameters of a Burr distribution under hybrid censoring
    Rastogi, Manoj Kumar
    Tripathi, Yogesh Mani
    STATISTICAL PAPERS, 2013, 54 (03) : 619 - 643
  • [37] Inference on unknown parameters of a Burr distribution under hybrid censoring
    Manoj Kumar Rastogi
    Yogesh Mani Tripathi
    Statistical Papers, 2013, 54 : 619 - 643
  • [38] Sequence estimation in the presence of random parameters via the EM algorithm
    Georghiades, CN
    Han, JC
    IEEE TRANSACTIONS ON COMMUNICATIONS, 1997, 45 (03) : 300 - 308
  • [39] Inference for Unit Inverse Weibull Distribution Under Block Progressive Type-II Censoring
    Singh, Kundan
    Tripathi, Yogesh Mani
    Lodhi, Chandrakant
    Wang, Liang
    JOURNAL OF STATISTICAL THEORY AND PRACTICE, 2024, 18 (03)
  • [40] Estimation of Stress Strength Reliability of Inverse Weibull Distribution under Progressive First Failure Censoring
    Krishna, Hare
    Dube, Madhulika
    Garg, Renu
    AUSTRIAN JOURNAL OF STATISTICS, 2019, 48 (01) : 14 - 37
12345