基于删失数据的指数威布尔分布最大似然估计的新算法

本文讨论了指数威布尔分布当观测数据是删失数据情形时参数的最大似然估计问题.因为删失数据是一种不完全数据,我们利用EM算法来计算参数的近似最大似然估计.由于EM算法计算的复杂性,计算效率也不理想.为了克服牛顿-拉普森算法和EM算法的局限性,我们提出了一种新的方法.这种方法联合了指数威布尔分布到指数分布的变换和等效寿命数据的技巧,比牛顿-拉普森算法和EM算法更具有操作性.数据模拟讨论了这一方法的可行性.为了演示本文的方法,我们还提供了一个真实寿命数据分析的例子.

A New Algorithm for MLE of Exponentiated Weibull Distribution with Censoring Data

In this paper, we study the maximum likelihood estimation (MLE)problem for the exponentiated weibull(EW)distribution with consideration of censoring data. Since censoring data in kind of incomplete data, we propose to use EM algorithm to compute the MLEs of the parameters. The EM algorithm could be less effective. To improve effectiveness, a new algorithm is also employed. The new algorithm is discussed via simulation studies and a real life data analysis is presented to illustrate the method.