Parameters Estimation of Three Mixed Exponential Distributions
Available Online July 2015.
- https://doi.org/10.2991/eame-15.2015.155How to use a DOI?
- mixed exponential distribution; ECM algorithm; MC simulation
- Mixed exponential distributions play an important role in life time data analysis, but if we use traditional statistical methods to estimate the parameters in the model, it will be very difficult, however we apply the generalized expectation maximization (GEM) algorithm, namely expectation conditional maximization (ECM) algorithm, to estimate the parameters of the model, it will greatly simplify the complexity of the calculation. In this paper, we study the parameter estimation problem in complete data situation, and give Monte Carlo (MC) simulation, which results show that the algorithm based on ECM to estimate the parameters of the mixed exponential distribution is very effective.
- Open Access
- This is an open access article distributed under the CC BY-NC license.
Cite this article
TY - CONF AU - G.Q. Zhang PY - 2015/07 DA - 2015/07 TI - Parameters Estimation of Three Mixed Exponential Distributions BT - Proceedings of the 2015 International Conference on Electrical, Automation and Mechanical Engineering PB - Atlantis Press SP - 551 EP - 553 SN - 2352-5401 UR - https://doi.org/10.2991/eame-15.2015.155 DO - https://doi.org/10.2991/eame-15.2015.155 ID - Zhang2015/07 ER -