International Conference on Advances in Probability and Statistics – Theory and Applications , 2011-12-28

Title : ( An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data )

Authors: Arezou Habibirad , ,

Citation: BibTeX | EndNote

The unified hybrid censoring is a mixture of generalized Type-I and Type-II hybrid censoring schemes. This article presents the statistical inferences on Generalized Exponential Distribution parameters when the data are obtained from the unified hybrid censoring scheme. It is observed that the maximum likelihood estimators can not be derived in closed form. The EM algorithm for computing the maximum likelihood estimators is proposed. We calculated the observed Fisher information matrix using the missing information principle which is useful for constructing the asymptotic confidence intervals. Simulations studies are performed to compare the performances of the estimators obtained under different schemes. Finally, a real data set has been analyzed for illustrative purposes.

Keywords

EM algorithm; Fisher information matrix; Maximum likelihood estimators; Unified hybrid
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@inproceedings{paperid:1024743,
author = {Habibirad, Arezou and , },
title = {An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data},
booktitle = {International Conference on Advances in Probability and Statistics – Theory and Applications},
year = {2011},
location = {هنگ کنگ},
keywords = {EM algorithm; Fisher information matrix; Maximum likelihood estimators; Unified hybrid censoring.},
}

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%0 Conference Proceedings
%T An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data
%A Habibirad, Arezou
%A ,
%J International Conference on Advances in Probability and Statistics – Theory and Applications
%D 2011

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