RECURRENCE RELATIONS OF THE EM ALGORITHM FOR ESTIMATING THE DISTRIBUTION PARAMETERS FOR A CENSORED SAMPLE
Abstract
The paper deals with the problem of searching for the Weibull distribution parameters and the gamma distribution by the right-censored sample using the EM algorithm. Recurrence relations of the EM algorithm for this problem are obtained. Integrals over unbounded intervals are calculated in terms of quadratures using the roots of the Laguerre polynomial.
About the Author
S. V. Ermakov
Obninsk Nuclear Energy Institute; National Research Nuclear University MEPhI
Russian Federation
Russian Federation
References
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Review
For citations:
Ermakov S.V. RECURRENCE RELATIONS OF THE EM ALGORITHM FOR ESTIMATING THE DISTRIBUTION PARAMETERS FOR A CENSORED SAMPLE. Proceedings in Cybernetics. 2017;(1 (25)):45-48.
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