Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale

Autor:	Biplab Paul, Arabin Kumar Dey
Rok vydání:	2017
Předmět:	Statistics and Probability FOS: Computer and information sciences Computer simulation Scale (ratio) 05 social sciences Bivariate analysis Statistics - Applications Statistics - Computation 01 natural sciences Methodology (stat.ME) 010104 statistics & probability symbols.namesake Distribution (mathematics) 0502 economics and business Expectation–maximization algorithm Computer Science::Multimedia symbols 050211 marketing Applications (stat.AP) Pareto distribution 0101 mathematics Algorithm Statistics - Methodology Computation (stat.CO) Mathematics
DOI:	10.48550/arxiv.1707.09974
Popis:	Recently, Asimit et al. have used an EM algorithm to estimate the parameters of Marshall–Olkin bivariate Pareto distribution with location and scale. The distribution has seven parameters. We describe different other variations of the EM algorithm. Numerical simulation is performed to identify the best algorithm among them. A real-life data analysis is also shown for illustrative purposes.
Databáze:	OpenAIRE
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