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Estimation Of Parameters Of Mixed Exponential Distribution

Posted on:2009-11-29Degree:MasterType:Thesis
Country:ChinaCandidate:J LiuFull Text:PDF
GTID:2120360245457416Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The life data analysis already became a domain on project, medicine and biological science,which the statistician and the actual worker cared. The statistical method of single life time test data is already mature. But, the mixed parameters exponentially distribution frequently applicants. Looking from the statistical angle, we may think some products come from two or many sub-overall. Looking from the actual angle, engineer will sum up these products expiration as the different expiration mechanism. Mixed parameters exponentially distribution failure time distributions play an important role in life time data analysis. But we may encounter enormous difficulties when we try to estimate the model by traditional methods such as maximize likelihood(ML) estimation and moment estimation .In this paper,we employ the EM algorithm to obtain the ML estimation for the mixed two-parameters exponential model under the normal stress life time test with full data and censored samples. The iteration formula are given in the paper. Simulations are also made to evidence the performance of estimation.
Keywords/Search Tags:mixed parameters exponentially distribution, EM algorithm, maximize likelihood estimator, full data, censored data, stress accelerated life testing, step-stress accelerated life testing
PDF Full Text Request
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