Parameter estimation of the modified Weibull distribution using Monte Carlo Expectation Maximization algorithm

Article type: Research Article

Authors: Sutar, Santosh

Affiliations: Yashwantrao Chavan School of Rural Development, Shivaji University, Kolhapur 416004, India. E-mail: sutarssantosh@gmail.com

Abstract: In the present article, the modified Weibull distribution proposed by Sarhan and Zaindin [5] is considered and proposed parameter estimation procedure based on the Monte Carlo Expectation Maximization algorithm to obtain the estimates of unknown parameters. To see the performance of the proposed estimation procedure, we report the simulation results. For illustrative purposes, we have also applied the proposed estimation procedure on a real data set.

Keywords: Expectation-maximization algorithm, linear failure rate distribution, maximum likelihood estimation, modified Weibull distribution, Monte Carlo Expectation-Maximization

DOI: 10.3233/MAS-150361

Journal: Model Assisted Statistics and Applications, vol. 11, no. 2, pp. 171-178, 2016