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

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