Abstract
The maximum likelihood estimation of shape parameters of Lomax distribution under bilateral Type-I Censored Sample is studied, the explicit expression of shape parameter estimation cannot be obtained, but it is proved that the maximum likelihood estimation of this parameter is unique. Then the EM estimation of shape parameters is obtained by using EM algorithm, and the asymptotic variance and approximate confidence interval of the EM estimation of shape parameters are also given; Finally, the effects of maximum likelihood estimation and EM estimation of shape parameters of Lomax distribution are numerically simulated. By comparing the relative deviation, it shows that the estimation effect of using EM algorithm to calculate shape parameters is relatively good, and the asymptotic variance and asymptotic confidence interval of EM estimation are given.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
