混合Weibull分布参数估计的ECM算法

ESTIMATION OF PARAMETERS OF MIXED WEIBULL DISTRIBUTIONS

混合威布尔分布是寿命数据分析中一个重要的统计模型.但是利用传统的统计方法,如矩估计、极大似然估计等估计模型的参数比较困难.应用ECM算法详细研究了混合威布尔分布在正常工作条件下,完全数据场合、Ⅰ-型截尾和Ⅱ-截尾场合的参数估计问题.数据模拟表明利用ECM算法来估计混合威布尔分布是一种有效的方法.

Mixed Weibull distributions play an important role in life time data analysis. But enormous difficulties may be encountered when try to estimate the model by traditional methods such as maximize likelihood （ML） estimation and moment estimation. In this paper, by using the ECM algorithm, the ML estimation is obtained for the mixed Weibull model under the normal stress life time test with complete sample data or censored samples. The iteration formulae are given in the paper. Simulation results show the performance of estimation.