Parameters Estimation of Three Mixed Exponential Distributions

G.Q. Zhang
2015 Proceedings of the 2015 International Conference on Electrical, Automation and Mechanical Engineering   unpublished
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
more » ... on 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.
doi:10.2991/eame-15.2015.155 fatcat:cdpzonfug5f7boh3gkcnlsfyf4