An EM algorithm for estimation of parameters of bivariate generalised exponential distribution under random left censoring
نویسندگان
چکیده
We consider the four parameter bivariate generalised exponential distribution proposed by Kundu and Gupta (2009) and propose an EM algorithm to find the maximum likelihood estimators of the four parameters under random left censoring. A numerical experiment is carried out to discuss the properties of the estimators obtained iteratively.
منابع مشابه
An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data
The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the ma...
متن کاملAn EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring
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 can not be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are done to conclude that the estimators perform efficiently under random censoring.
متن کاملEstimation in Simple Step-Stress Model for the Marshall-Olkin Generalized Exponential Distribution under Type-I Censoring
This paper considers the simple step-stress model from the Marshall-Olkin generalized exponential distribution when there is time constraint on the duration of the experiment. The maximum likelihood equations for estimating the parameters assuming a cumulative exposure model with lifetimes as the distributed Marshall Olkin generalized exponential are derived. The likelihood equations do not lea...
متن کاملEstimations of the Parameters of Generalised Exponential Distribution under Progressive Interval Type-I Censoring Scheme with Random Removals
The present article aims to point and interval estimation of the parameters of generalised exponential distribution (GED) under progressive interval type-I (PITI) censoring scheme with random removals. The considered censoring scheme is most useful in those cases where continuous examination is not possible. Maximum likelihood, expectationmaximization and Bayesian procedures have been developed...
متن کاملClassical and Bayesian Inference in Two Parameter Exponential Distribution with Randomly Censored Data
Abstract. This paper deals with the classical and Bayesian estimation for two parameter exponential distribution having scale and location parameters with randomly censored data. The censoring time is also assumed to follow a two parameter exponential distribution with different scale but same location parameter. The main stress is on the location parameter in this paper. This parameter has not...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2010