Chapter
EM Algorithm for Type-II Right Censored Bivariate Normal Data
Abstract
EM algorithm is used to find the maximum likelihood estimates based on Type-II right censored samples from a bivariate normal distribution. The asymptotic variances and covariances of the MLEs are derived, using the missing information principle, from the Fisher information matrix and the partially observed information matrix. Using the asymptotic normality of MLEs and the asymptotic variances and covariances derived, probability coverages of …
Authors
Balakrishnan N; Kim J-A
Book title
Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life
Series
Statistics for Industry and Technology
Pagination
pp. 177-210
Publisher
Springer Nature
Publication Date
2004
DOI
10.1007/978-0-8176-8206-4_13