A New Algorithm for Maximum Likelihood Estimation with Progressive Type-I Interval Censored Data

作者：Cheng, Conghua^*; Chen, Jinyuan; Li, Zehui

来源：Communications in Statistics - Simulation and Computation, 2010, 39(4): 750-766.

DOI：10.1080/03610911003637406

• EM algorithm
• Exponential distribution
• Maximum likelihood estimation
• Newton-Raphson algorithm
• Progressive censoring
• Weibull distribution

In this article, we discuss the maximum likelihood estimates (MLEs) for the exponential and Weibull distributions by considering progressive Type-I interval censored data. For exponential distribution, the explicit expression of MLE of failure rate cannot be obtained when the intervals are not equal in length. The direct application of some numerical algorithms, such as the Newton-Raphson algorithm, is non-ideal because of the cumbersome second derivative. We apply some equivalent quantities to obtain the MLE of failure rate of exponential distribution. Based on the equivalent quantities and the Weibull-to-exponential transformation technique, we propose a new algorithm to obtain the MLEs for the parameters of progressive Type-I interval Weibull data. An example reanalysis and some simulation studies are carried out to illustrate the performance of the estimations using the new algorithm.

• 出版日期2010
• 单位兰州大学