EM Algorithm for Mixture Distributions Model with Type-I Hybrid Censoring Scheme

oleh: Tzong-Ru Tsai, Yuhlong Lio, Wei-Chen Ting

Format: Article
Diterbitkan: MDPI AG 2021-10-01

Deskripsi

An expectation–maximization (EM) likelihood estimation procedure is proposed to obtain the maximum likelihood estimates of the parameters in a mixture distributions model based on type-I hybrid censored samples when the mixture proportions are unknown. Three bootstrap methods are applied to construct the confidence intervals of the model parameters. Monte Carlo simulations are conducted to evaluate the performance of the proposed methods. Simulation results show that the proposed methods can perform well to obtain reliable point and interval estimation results. Three examples are used to illustrate the applications of the proposed methods.