Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale
Methodology
2017-08-01 v1 Applications
Computation
Abstract
Recently Asimit et. al used an EM algorithm to estimate Marshall-Olkin bivariate Pareto distribution. The distribution has seven parameters. We describe few alternative approaches of EM algorithm. A numerical simulation is performed to verify the performance of different proposed algorithms. A real-life data analysis is also shown for illustrative purposes.
Keywords
Cite
@article{arxiv.1707.09974,
title = {Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale},
author = {Arabin Kumar Dey and Biplab Paul},
journal= {arXiv preprint arXiv:1707.09974},
year = {2017}
}