| 基于区间数据最大似然估计的新方法 |
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| 引用本文： | 程从华,陈进源.基于区间数据最大似然估计的新方法[J].数学研究及应用,2012,32(6):735-742. |
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| 作者姓名： | 程从华 陈进源 |
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| 作者单位： | 湛江师范学院数学与计算科学学院, 广东 湛江 524048;兰州大学数学与统计学院, 甘肃 兰州 730000 |
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| 基金项目： | 广东省自然科学基金(Grant No.S2012040007369), 广东高校优秀青年创新人才培养计划项目专项基金(Grant No.2012LYM_0089),国家自然科学基金(Grant No.71171103). |
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| 摘 要： | In this paper, we study the two-parameter maximum likelihood estimation (MLE)problem for the GE distribution with consideration of interval data. In the presence of interval data, the analytical forms for the restricted MLE of the parameters of GE distribution do not exist. Since interval data is kind of incomplete data, the EM algorithm can be applied to compute the MLEs of the parameters. However the EM algorithm could be less effective.To improve effectiveness, an equivalent lifetime method is employed. The two methods are discussed via simulation studies.
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| 关 键 词： | GE distribution EM algorithm equivalent method MLE interval data. |
| 收稿时间： | 2010/12/4 0:00:00 |
| 修稿时间： | 2012/2/10 0:00:00 |
A New Algorithm for MLE with Interval Censored Data |
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| Conghua CHENG and Jinyuan CHEN.A New Algorithm for MLE with Interval Censored Data[J].Journal of Mathematical Research with Applications,2012,32(6):735-742. |
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| Authors: | Conghua CHENG and Jinyuan CHEN |
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| Institution: | School of Mathematics and Computation Science, Zhanjiang Normal University, Guangdong 524048. P. R. China;School of Mathematics and Statistics, Lanzhou University, Gansu 730000, P. R. China |
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| Abstract: | In this paper, we study the two-parameter maximum likelihood estimation (MLE) problem for the GE distribution with consideration of interval data. In the presence of interval data, the analytical forms for the restricted MLE of the parameters of GE distribution do not exist. Since interval data is kind of incomplete data, the EM algorithm can be applied to compute the MLEs of the parameters. However the EM algorithm could be less effective. To improve effectiveness, an equivalent lifetime method is employed. The two methods are discussed via simulation studies. |
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| Keywords: | GE distribution EM algorithm equivalent method MLE interval data |
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