Estimation of 2- and 3-parameter BURR type XII distribution using EM algorithm
DOI:
https://doi.org/10.11113/mjfas.v10n2.58Keywords:
Burr Type XII Distribution, Maximum Likelihood Estimation, EM Algorithm, Censored DataAbstract
The Burr Type XII distribution is one of the systems of continuous distributions and is widely known because the distribution includes the characteristics of various well known distributions such as Weibull and gamma distributions. Maximum likelihood estimation (MLE) has been a common method in estimating model parameters. In this paper, we present an alternative method that is expectation-maximization (EM) algorithm to estimate the two- and three- parameter Burr Type XII distributions in the presence of complete and censored data. Furthermore, simulation study is conducted to compare the efficiency and accuracy of MLE and EM algorithm. We discover that EM estimation is more efficient and accurate than those estimates obtained via MLE approach.
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