A New Algorithm for MLE with Interval Censored Data
نویسندگان
چکیده
In this paper, we study the two-parameter maximum likelihood estimation (MLE) problem for the GE distribution with consideration of interval data. In the presence of interval data, the analytical forms for the restricted MLE of the parameters of GE distribution do not exist. Since interval data is kind of incomplete data, the EM algorithm can be applied to compute the MLEs of the parameters. However the EM algorithm could be less effective. To improve effectiveness, an equivalent lifetime method is employed. The two methods are discussed via simulation studies.
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تاریخ انتشار 2012