Burr XII Distribution with Truncated and Censored Data: Maximum Likelihood Estimation Based on Newton-Raphson Method
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1 décembre 2024
- ISIDORE Id: 10670/1.70225a...
Ce document est lié à :
10.19053/01217488.v15.n2.2024.14858
info:eu-repo/semantics/openAccess
Sujets proches
Newton's method Newton-Raphson process Newton approximation method Newton-Raphson formula Method, Newton-Raphson Second-order Newton-Raphson process Newton iterative process Newton method Raphson method, Newton- Newton's approximation method Newton-Raphson algorithm Method of tangents Quadratically convergent Newton-Raphson processCiter ce document
Ramón Giraldo et al., « Burr XII Distribution with Truncated and Censored Data: Maximum Likelihood Estimation Based on Newton-Raphson Method », Ciencia en Desarrollo, ID : 10670/1.70225a...
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Résumé
This work shows a methodology to estimate by maximum likelihood (ML) the parameters of a Burr XII distribution when data are simultaneously left-truncated and right-censored. Given that ML equations do not have a definitive solution under these conditions, an iterative procedure based on the Newton-Raphson method is considered; percentile matching is used to set initial values to the algorithm. Simulation and real data analysis results indicate that the alternative proposed performs well.
