Please use this identifier to cite or link to this item: https://doi.org/10.1109/ICQR.2011.6031703
Title: A modified Monte Carlo em algorithm for a three-parameter distribution
Authors: Ye, Z.
Xie, M. 
Shen, Y.
Tang, L.C. 
Keywords: Markov Chain Monte Carlo
Maximum likelihood estimation
Progressively Type-II censoring
Weibull distribution
Issue Date: 2011
Source: Ye, Z.,Xie, M.,Shen, Y.,Tang, L.C. (2011). A modified Monte Carlo em algorithm for a three-parameter distribution. 2011 IEEE International Conference on Quality and Reliability, ICQR 2011 : 172-176. ScholarBank@NUS Repository. https://doi.org/10.1109/ICQR.2011.6031703
Abstract: Statistical inference of a three-parameter distribution with closed-form mean residual life function is studied for complete and Type-II censored data. Because the log-likelihood function for this new distribution is not convex, the sequential quadratic programming method used for the maximum likelihood estimation easily diverges. Therefore, a modified Monte Carlo EM algorithm is proposed for parameter estimation. This modified algorithm is used to maintain the feasibility of the parameter vector during the evolutionary process, and is found to be robust in the sense that it is insensitive to the starting points. © 2011 IEEE.
Source Title: 2011 IEEE International Conference on Quality and Reliability, ICQR 2011
URI: http://scholarbank.nus.edu.sg/handle/10635/72246
ISBN: 9781457706288
DOI: 10.1109/ICQR.2011.6031703
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