Asymptotic properties and expectation-maximization algorithm for maximum likelihood estimates of the parameters from Weibull-Logarithmic model

被引:0
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作者
Wen-hao Gui
Huai-nian Zhang
机构
[1] Beijing Jiaotong University,Department of Mathematics
[2] Beijing Institute of Petro-chemical Technology,Department of Mathematics and Physics
关键词
Maximum likelihood estimate; EM algorithm; Fisher information; Order statistics; Asymptotic properties; 62E15; 62F10;
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摘要
In this article, we consider a lifetime distribution, the Weibull-Logarithmic distribution introduced by [6]. We investigate some new statistical characterizations and properties. We develop the maximum likelihood inference using EM algorithm. Asymptotic properties of the MLEs are obtained and extensive simulations are conducted to assess the performance of parameter estimation. A numerical example is used to illustrate the application.
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页码:425 / 438
页数:13
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