Parameter Estimation for the Bivariate Exponential Distribution by the EM Algorithm Based on Censored Samples

Hanagal David D. and Ahmadi K. A.
Additional contact information
Hanagal David D.: Department of Statistics, University of Pune, Pune 411007, India. ddh@stats.unipune.ernet.in
Ahmadi K. A.: Department of Statistics, University of Pune, Pune 411007, India

Stochastics and Quality Control, 2008, vol. 23, issue 2, 257-266

Abstract: In this paper, we estimate the parameters using the EM algorithm of the bivariate exponential distribution of Marshall-Olkin when the samples are right censored. The advantage of using the EM algorithm is that the observed data vector is viewed as being incomplete but regarded as an observable function of complete data. Then the EM algorithm exploits the reduced complexity of maximum likelihood estimation for complete data. We also derive the standard deviations of the estimates for this bivariate exponential distribution. A simulation study is conducted to compare the estimated values with the true values. It turns out that the estimates based on EM algorithm are more better than estimates obtained without the EM algorithm.

Keywords: Bivariate exponential; censored sample; EM algorithm; maximum likelihood estimation; missing data; simulation study (search for similar items in EconPapers)
Date: 2008
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/EQC.2008.257 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:ecqcon:v:23:y:2008:i:2:p:257-266:n:9

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/eqc/html

DOI: 10.1515/EQC.2008.257

Access Statistics for this article

Stochastics and Quality Control is currently edited by George P. Yanev

More articles in Stochastics and Quality Control from De Gruyter
Bibliographic data for series maintained by Peter Golla ().