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:: Volume 8, Issue 2 (3-2012) ::
JSRI 2012, 8(2): 215-228 Back to browse issues page
An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data
A. Habibi Rad 1, M. Izanlo
1- , ahabibi@um.ac.ir
Abstract:   (4337 Views)

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 censoring
Full-Text [PDF 151 kb]   (3416 Downloads)    
Type of Study: Research | Subject: General
Received: 2015/12/30 | Accepted: 2015/12/30 | Published: 2015/12/30
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Habibi Rad A, Izanlo M. An EM Algorithm for Estimating the Parameters of the Generalized Exponential Distribution under Unified Hybrid Censored Data. JSRI 2012; 8 (2) :215-228
URL: http://jsri.srtc.ac.ir/article-1-74-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 2 (3-2012) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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