A New Life Time Distribution with Decreasing Failure and Estimation of Parameters Using EM Algorithm
Abstract
In this study a two parameter distribucion with decreasing failure rate is introduced. Various properties are discussed and the estimators of parameters are obtanied by the method of maximum likelihood using EM algorithm and results are evaluated with simulation study.
Keywords
EM algorithm Exponential Distribution Decreasing Failure Rate (DFR) Failure (Hazard) Rate Lifetime Distribution Maximum Likelihood Estimator Poisson Distribution
References
- ADAMIDIS, K., LOUKAS, S. (1998), A Life Time Distribution with Decreasing Failure Rate, Statistics&Probability Letters, 39, 35-42.
- DEMPSTER, A.P., LAIRD, N.M., RUBIN, D.B. (1977), Maximum Likelihood From Incomplete Data via The EM Algorithm (with discussion), J. Roy. Statist. Soc. Ser. B 39, 1-38.
- LITTLE, R.J.A., RUBIN, D.B. (1987), Statistical Analysis with Missing Data, John Willey&Sons.
- LOMAX, K.S. (1954), Business Failures: Another Example of the Analysis of the Failure Data, J. Roy. Statist. Soc. Ser. B 44, 226-233.
- LOUIS, T.A. (1982) Finding the Observed Information When Using The EM Algorithm. J. Roy. Statist. Soc. Ser. B 44, 226-233.
- PROSCHAN, F. (1963), Teoratical Explanation of Observed Decreasing Failure Rate, Technometrics, 5, 375-383.
- RUBIN, D.B. (1976), Inference with Missing Data, Biometrika, 63, 581-592.
- SAUNDERS, S. C. and MYHRE, J. M. (1983), Maximum likelihood Estimation for two Parameter Decreasing Hazard Rate Distributions Using Censored Data. Journal of the American Statistical Association, 78, 664-673.
Azalan Bozulma Oranına Sahip (DFR) Yeni bir Yaşam Dağılımı ve Parametrelerinin EM Algoritması Kullanılarak Tahmin Edilmesi
Abstract
Bu çalışmada azalan bozulma oranına sahip iki parametreli yeni bir yaşam dağılımı önerildi. Önerilen dağılımın çeşitli özellikleri incelendi ve parametrelerin en çok olabilirlik tahmin edicileri EM algoritması yardımıyla elde edildi. Daha sonra bir simülasyon çalışması yapılarak sonuçlar değerlendirildi.
Keywords
EM Algoritması Üstel Dağılım Poisson Dağılımı Yaşam Zamanı Dağılımı Bozulma (Hazard) Oranı en çok Olabilirlik Tahmin Edicisi Azalan Bozulma Oranı (DPR)
References
- ADAMIDIS, K., LOUKAS, S. (1998), A Life Time Distribution with Decreasing Failure Rate, Statistics&Probability Letters, 39, 35-42.
- DEMPSTER, A.P., LAIRD, N.M., RUBIN, D.B. (1977), Maximum Likelihood From Incomplete Data via The EM Algorithm (with discussion), J. Roy. Statist. Soc. Ser. B 39, 1-38.
- LITTLE, R.J.A., RUBIN, D.B. (1987), Statistical Analysis with Missing Data, John Willey&Sons.
- LOMAX, K.S. (1954), Business Failures: Another Example of the Analysis of the Failure Data, J. Roy. Statist. Soc. Ser. B 44, 226-233.
- LOUIS, T.A. (1982) Finding the Observed Information When Using The EM Algorithm. J. Roy. Statist. Soc. Ser. B 44, 226-233.
- PROSCHAN, F. (1963), Teoratical Explanation of Observed Decreasing Failure Rate, Technometrics, 5, 375-383.
- RUBIN, D.B. (1976), Inference with Missing Data, Biometrika, 63, 581-592.
- SAUNDERS, S. C. and MYHRE, J. M. (1983), Maximum likelihood Estimation for two Parameter Decreasing Hazard Rate Distributions Using Censored Data. Journal of the American Statistical Association, 78, 664-673.
Details
| Primary Language | Turkish |
|---|---|
| Subjects | Quantitative Decision Methods |
| Journal Section | Research Articles |
| Authors | |
| Publication Date | August 17, 2003 |
| Published in Issue | Year 2003 Volume: 2 Issue: 2 |
