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A Note on Weibull Parameter Estimation with Interval Censoring Using the EM Algorithm

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  • Chanseok Park

    (Applied Statistics Laboratory, Department of Industrial Engineering, Pusan National University, Busan 46241, Republic of Korea)

Abstract

In many engineering applications, it is often the case that the observations are only available in interval form. In this note, by using the expectation-maximization (EM) algorithm, the parameter estimation of the Weibull distribution with interval-censored data is considered. The estimates obtained using the EM algorithm are compared with those obtained using the conventional Newton-type methods, including the Davidon–Fletcher–Powell (DFP) and Berndt–Hall–Hall–Hausman (BHHH) methods. The results indicate that the estimates obtained using the proposed EM method demonstrate superior convergence properties compared to the conventional DFP and BHHH methods. Finally, a numerical study that illustrates the advantages of the proposed method is provided.

Suggested Citation

  • Chanseok Park, 2023. "A Note on Weibull Parameter Estimation with Interval Censoring Using the EM Algorithm," Mathematics, MDPI, vol. 11(14), pages 1-16, July.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:14:p:3156-:d:1196830
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    References listed on IDEAS

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    1. Arne Henningsen & Ott Toomet, 2011. "maxLik: A package for maximum likelihood estimation in R," Computational Statistics, Springer, vol. 26(3), pages 443-458, September.
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