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
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Accès en ligne:https://doaj.org/article/feb870ec763b42d0a78b81cd75bb6430
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