混合双参数指数分布的参数估计

Estimation of Parameters of Mixed Two-parameters Exponential Distribution

混合指数分布是寿命数据分析中一个非常重要的分布。但是利用矩估计、极大似然估计等估计模型的参数往往比较困难。本文应用EM算法详细研究了混合双指数分布在正常工作条件下,在完全数据场合的参数估计问题。模拟说明利用EM算法来估计混合双指数分布是一种非常有效的方法,随着样本的增加,估计值离真值越来越近,估计值的方差越来越小。

Mixed parameters exponential distribution plays an important role in life time data analysis. But we may encounter enormous difficulties when we try to estimate the model by traditional methods such as maximizing likelihood ( ML ) estimation and moment estimation. In this paper, we employ the EM algorithm to obtain the ML estimation for the mixed two-parameters exponential model under the normal life time test with full data. The iteration formula are given in the paper. Simulations are also made to check the performance of estimation.