A Note on Weibull Parameter Estimation with Interval Censoring Using the EM Algorithm

Chanseok Park ()
Additional contact information
Chanseok Park: Applied Statistics Laboratory, Department of Industrial Engineering, Pusan National University, Busan 46241, Republic of Korea

Mathematics, 2023, vol. 11, issue 14, 1-16

Abstract: In many engineering applications, it is often the case that the observations are only available in interval form. In this note, by using the expectation-maximization (EM) algorithm, the parameter estimation of the Weibull distribution with interval-censored data is considered. The estimates obtained using the EM algorithm are compared with those obtained using the conventional Newton-type methods, including the Davidon–Fletcher–Powell (DFP) and Berndt–Hall–Hall–Hausman (BHHH) methods. The results indicate that the estimates obtained using the proposed EM method demonstrate superior convergence properties compared to the conventional DFP and BHHH methods. Finally, a numerical study that illustrates the advantages of the proposed method is provided.

Keywords: EM algorithm; censoring; maximum-likelihood estimation (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/11/14/3156/pdf (application/pdf)
https://www.mdpi.com/2227-7390/11/14/3156/ (text/html)

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:gam:jmathe:v:11:y:2023:i:14:p:3156-:d:1196830

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().