A Note on Weibull Parameter Estimation with Interval Censoring Using the EM Algorithm
Chanseok Park
Source abstract
In many engineering applications, it is often the case that the observations are only available in interval form. In this note, by using the expectation-maximization (EM) algorithm, the parameter estimation of the Weibull distribution with interval-censored data is considered. The estimates obtained using the EM algorithm are compared with those obtained using the conventional Newton-type methods, including the Davidon–Fletcher–Powell (DFP) and Berndt–Hall–Hall–Hausman (BHHH) methods. The results indicate that the estimates obtained using the proposed EM method demonstrate superior convergence properties compared to the conventional DFP and BHHH methods. Finally, a numerical study that illustrates the advantages of the proposed method is provided.
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