Estimating The Parameters of Bivariate Weibull Distribution under Random Censoring

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 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.

关键词： Marshall-Olkin Bivariate Distribution Random Censoring EM Algorithm Pseudo Likelihood

作者: SWAGATA NANDI ISHA DEWAN

作者单位: Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Delhi Centre, 7, S. J. S. Sansanwal Marg, New Delhi - 110016

会议类型: 国际会议

会议名称: The 7th Inyernational Conference on Mathematical Methods in Reliability:Theory,Methods,Applications(第七届国际可靠性数学、理论、方法与应用会议 MMR2011)

会议地点: 北京

会议语种:英文

页码: 320-325

在线出版日期: 2011-06-20（万方平台首次上网日期，不代表论文的发表时间）