One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data

A new mixture generalized Pareto distribution is introduced. Then, some of its attributes are explored. The maximum likelihood method and expectation maximization (EM) algorithm have been applied to estimate the parameters for complete and right-censored data. In a simulation study, the bias, absolu...

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Auteur principal:	Mohamed Kayid
Format:	article
Langue:	EN
Publié:	IEEE 2021
Sujets:	Generalized Pareto distribution mixture model maximum likelihood estimator EM algorithm Electrical engineering. Electronics. Nuclear engineering TK1-9971
Accès en ligne:	https://doaj.org/article/feb870ec763b42d0a78b81cd75bb6430
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spelling	oai:doaj.org-article:feb870ec763b42d0a78b81cd75bb64302021-11-18T00:03:05ZOne Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data2169-353610.1109/ACCESS.2021.3125456https://doaj.org/article/feb870ec763b42d0a78b81cd75bb64302021-01-01T00:00:00Zhttps://ieeexplore.ieee.org/document/9600856/https://doaj.org/toc/2169-3536A new mixture generalized Pareto distribution is introduced. Then, some of its attributes are explored. The maximum likelihood method and expectation maximization (EM) algorithm have been applied to estimate the parameters for complete and right-censored data. In a simulation study, the bias, absolute bias and mean squared error of the maximum likelihood estimator are compared with those related to the EM estimator. The results show that the absolute bias and mean squared error of the EM estimator are smaller than the related values for the maximum likelihood estimator. Finally, to illustrate its usefulness, the model has been applied to describe real data sets.Mohamed KayidIEEEarticleGeneralized Pareto distributionmixture modelmaximum likelihood estimatorEM algorithmElectrical engineering. Electronics. Nuclear engineeringTK1-9971ENIEEE Access, Vol 9, Pp 149372-149382 (2021)
institution	DOAJ
collection	DOAJ
language	EN
topic	Generalized Pareto distribution mixture model maximum likelihood estimator EM algorithm Electrical engineering. Electronics. Nuclear engineering TK1-9971
spellingShingle	Generalized Pareto distribution mixture model maximum likelihood estimator EM algorithm Electrical engineering. Electronics. Nuclear engineering TK1-9971 Mohamed Kayid One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
description	A new mixture generalized Pareto distribution is introduced. Then, some of its attributes are explored. The maximum likelihood method and expectation maximization (EM) algorithm have been applied to estimate the parameters for complete and right-censored data. In a simulation study, the bias, absolute bias and mean squared error of the maximum likelihood estimator are compared with those related to the EM estimator. The results show that the absolute bias and mean squared error of the EM estimator are smaller than the related values for the maximum likelihood estimator. Finally, to illustrate its usefulness, the model has been applied to describe real data sets.
format	article
author	Mohamed Kayid
author_facet	Mohamed Kayid
author_sort	Mohamed Kayid
title	One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
title_short	One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
title_full	One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
title_fullStr	One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
title_full_unstemmed	One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data
title_sort	one generalized mixture pareto distribution and estimation of the parameters by the em algorithm for complete and right-censored data
publisher	IEEE
publishDate	2021
url	https://doaj.org/article/feb870ec763b42d0a78b81cd75bb6430
work_keys_str_mv	AT mohamedkayid onegeneralizedmixtureparetodistributionandestimationoftheparametersbytheemalgorithmforcompleteandrightcensoreddata
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One Generalized Mixture Pareto Distribution and Estimation of the Parameters by the EM Algorithm for Complete and Right-Censored Data

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