Parameters Estimation of the Bivariate Weibull Distribution by EM Algorithm Based on Censored Samples

Authors

  • Radwan E. Bedar Institute for Computer and Management Sciences, Thebes Academy, Cairo City, Egypt

Keywords:

Bivariate Weibull, censored sample, EM algorithm, maximum likelihood estimation, missing data

Abstract

In this paper, the parameters of Marshall-Olkin bivariate Weibull distribution are estimated. The maximum likelihood estimators under type I censoring are estimated. Also, the expectation-maximization algorithm is considered. Numerical studies are considered to compare the estimates. Hanagal and Ahmadi [6] results may be considered as special case from our results.

Author Biography

Radwan E. Bedar, Institute for Computer and Management Sciences, Thebes Academy, Cairo City, Egypt

Department of Statistics

References

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Freund, J.E. (1961). A bivariate extension of the exponential distribution. J. Amer. Statist. Assoc. 56, 971-977.

Hanagal, D. D. (1992). Some inference results in bivariate exponential distributions based on censored samples. Communications in Statistics-Theory & Methods 21(5), 1273-1295.

Hanagal, D. D. (1992). Some inference results in modified Freund's bivariate exponential distribution. Biometrical Journal. 34, 745-56.

Hanagal, D.D., Ahmadi, K.A. (2008). Parameter estimation for the bivariate exponential distribution by the EM algorithm based on censored samples. Economic Quality Control. 2, 257-266.

Marshall, A. W. and Olkin, I. (1967). A multivariate exponential distribution. J.Amer.Statist.Assoc. 62, 30-44.

McLachlan, G.J., and Krishnan, T. (1997). The EM algorithm and extensions. John Wiley & Sons, New York.

Proschan, F. and Sullo, P. (1974). Estimating the parameters of a bivariate exponential distributions in several sampling situations. Reliability and Biometry. Edited by F. Proschan and R.J. Surfling, Philadelphia: SIAM; pp. 423-40.

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Published

2017-12-22

How to Cite

Bedar, R. E. (2017). Parameters Estimation of the Bivariate Weibull Distribution by EM Algorithm Based on Censored Samples. Asian Journal of Applied Sciences, 5(6). Retrieved from https://ajouronline.com/index.php/AJAS/article/view/5150

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