基于EM算法的Ⅱ型混合删失数据的参数估计（英文）  

Estimation of Parameters based on Type-Ⅱ Hybrid Censored Data by EM Algorithm

作　　者：王雅实[1] 王选鹤[2] 王子悦[3] 

机构地区：[1]中国政法大学科学技术教学部,北京100027 [2]东北财经大学金融学院,大连116025 [3]上海交通大学数学系,上海200240

出　　处：《应用概率统计》2016年第2期121-131,共11页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China(71171193,11501575);the Humanities and Social Science Project of China University of Political Science and Law(12ZFQ11001);the Young Faculty Academic Innovation Team of China University of Political Science and Law(2014CXTD01)

摘　　要：本文基于EM算法,对于Ⅱ型混合删失数据,分别在Gamma和正态寿命分布族下进行了参数估计,并且推导了协防差矩阵.最后给出了几个很好的数值例子,对本文的结论进行了诠释.In this paper,we estimate parameters of gamma life distribution and normal life distribution by EM algorithm based on Type-Ⅱ hybrid censored data.The covariance matrices are derived as well.Some numerical examples are also presented for illustration.

关 键 词：EM算法 Ⅱ型混合删失数据 参数估计 

分 类 号：O212.1[理学—概率论与数理统计]