Left truncated and right censored Weibull data and likelihood inference with an illustration

The Weibull distribution is a very popular distribution for modeling lifetime data. Left truncation and right censoring are often observed in lifetime data. Here, the EM algorithm is applied to estimate the model parameters of the Weibull distribution fitted to data containing left truncation and right censoring. The maximization part of the EM algorithm is carried out using the EM gradient algorithm (Lange, 1995). The Weibull distribution is …