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...
Guardado en:
Autor principal: | |
---|---|
Formato: | article |
Lenguaje: | EN |
Publicado: |
IEEE
2021
|
Materias: | |
Acceso en línea: | https://doaj.org/article/feb870ec763b42d0a78b81cd75bb6430 |
Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
id |
oai:doaj.org-article:feb870ec763b42d0a78b81cd75bb6430 |
---|---|
record_format |
dspace |
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 |
_version_ |
1718425264824778752 |