Estimation of 2- and 3-parameter Burr Type XII distributions using EM algorithm

نویسندگان

  • Nor Hidayah Ismail
  • Zarina Mohd Khalid
چکیده

The Burr Type XII distribution is one of the systems of continuous distributions and is widely known because the distribution includes the characteristics of various well known distributions such as Weibull and gamma distributions. Maximum likelihood estimation (MLE) has been a common method in estimating model parameters. An alternative method that is the expectation-maximization (EM) algorithm is presented in this paper to estimate the twoand three-parameter Burr Type XII distributions in the presence of complete and censored data. Furthermore, simulation study is conducted to compare the efficiency and accuracy of MLE and EM algorithm approaches. The result indicates that EM algorithm is more efficient and accurate than those estimates obtained via MLE approach.

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تاریخ انتشار 2014