Theoretical Statistics and Mathematics Unit, ISI Delhi

An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring

by Isha Dewan and Swagata Nandi

We consider the problem of estimation of the parameters of the Marshall-Olkin Bivariate Weibull distribution in the
presence of random censoring. Since the maximum likelihood estimators of the parameters can
not be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are done to conclude
that the estimators perform efficiently under random censoring.

isid/ms/2009/12 [fulltext]

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