| A New Algorithm for MLE with Interval Censored Data |
| Received:December 04, 2010 Revised:February 10, 2012 |
| Key Words:
GE distribution EM algorithm equivalent method MLE interval data.
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| Fund Project:Supported by the Natural Science Foundation of Guangdong Province (Grant No.S2012040007369), the Distinguished Young Talents in Higher Education of Guangdong (Grant No.2012LYM$_{-}$0089) and the National Natural Science Foundation of China (Grant No.71171103). |
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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. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2012.06.013 |
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