双边定时截尾下Pareto分布的参数的极大似然估计的EM算法

The EM Algorithm of the Maximum Likelihood Estimatiom of Pareto Distribution under Type-I Doubly Censored Sample

给出了当寿命分布为Pareto分布时,双边定时截尾寿命试验下形状参数的极大似然估计。由于似然方程形式较复杂,无法得到参数的显式表达式。但可证明此极大似然估计是唯一存在的,并利用EM算法求出了此参数的一种估计。

The maximum likelihood estimation of shape parameters under the bilateral type-I censoring life test is given when the life distribution is Pareto.Due to the complexity of the likelihood equation,the explicit expression of parameter estimation can not be obtained.However,it can be shown that this maximum likelihood estimate is the only one,and EM algorithm is used to find an estimate of this parameter.