Estimation under a finite mixture of modified Weibull distributions based on censored data via EM algorithm with application

被引：0

作者：

Ateya, Saieed F. ^{[1
,2
]}

Alharthi, Amirah S. ^{[1
]}

机构：

[1] Taif Univ, Fac Sci, Math & Stat Dept, At Taif, Saudi Arabia

[2] Assiut Univ, Fac Sci, Math Dept, Assiut, Egypt

来源：

JOURNAL OF STATISTICAL THEORY AND APPLICATIONS | 2014年 / 13卷 / 03期

关键词：

Modified Weibull Distribution; Maximum likelihood estimation; EM algorithm; Finite mixture models; Weibull distribution; type-I censoring; type-II censoring; Kolmogorov-Smirnov (K-S) test statistic;

D O I：

暂无

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：

In this paper, the maximum likelihood estimates (MLE's) of the parameters of a finite mixture of modified Weibull (MW(alpha,beta,gamma) distributions are obtained based on type-I and type-II censored samples using the EM algorithm. A simulation study is carried out to study the behavior of the mean squared errors. A real data set is introduced and analyzed using a mixture of two MW distributions and also using a mixture of two Weibull (alpha,beta) distributions. A comparison is carried out between the mentioned mixtures based on the corresponding Kolmogorov-Smirnov (K-S) test statistic to emphasize that the MW mixture model fits the data better than the other mixture model.

引用

页码：196 / 204

页数：9

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