Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data

被引：9

作者：

Tian, Yuzhu ^{[1
,2
]}

Tian, Maozai ^{[2
]}

Zhu, Qianqian ^{[2
]}

机构：

[1] Henan Polytech Univ, Sch Math & Informat Sci, Jiaozuo 454000, Henan Province, Peoples R China

[2] Renmin Univ China, Sch Stat, Ctr Appl Stat, Beijing, Peoples R China

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2014年 / 43卷 / 17期

基金：

中国国家自然科学基金;

关键词：

Mixed exponential distribution; Progressive Type-II censoring; EM algorithm; Maximum likelihood estimation; Life data analysis; INFERENCE; PREDICTION; MIXTURE; LIFETIME;

D O I：

10.1080/03610926.2012.752843

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Type-II progressive censoring scheme has become very popular for analyzing life-time data in reliability and survival analysis. However, no published papers address parameter estimation under progressive Type-II censoring for the mixed exponential distribution (MED), which is an important model for reliability and survival analysis. This is the problem that we address in this paper. It is noted that maximum likelihood estimation of unknown parameters cannot be obtained in closed form due to the complicated log-likelihood function. We solve this problem by using the EM algorithm. Finally, we obtain closed form estimates of the model. The proposed methods are illustrated by both some simulations and a case analysis.

引用

页码：3762 / 3776

页数：15

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