مشخصات پژوهش

صفحه نخست /COMPARING NUMERICAL AND ...
عنوان COMPARING NUMERICAL AND STATISTICAL METHODS FOR ESTIMATING THE LIKELIHOOD FUNCTION PARAMETERS
نوع پژوهش مقاله ارائه شده کنفرانسی
کلیدواژه‌ها Expectation-Maximization algorithm; Newton-Raphson method; Stochastic Expectation-Maximization.
چکیده The objective of this article is to compare numerical and statistical methods for estimating the maximum likelihood parameters in a given distribution when closed-form solutions are not available due to the shape of the density function. To address this, we utilize numerical and statistical methods such as the Newton-Raphson method, the Expectation-Maximization algorithm, and the Stochastic Expectation-Maximization algorithm. We aim to compare these methods in terms of bias mean, average of mean squared error, runtime of the program, and the maximum value of the log- likelihood function. Specifically, we investigate the application of these methods for estimating parameters in the Poisson-Exponential distribution under the joint type-II censoring scheme. By analyzing the performance of these methods, we contribute to the understanding of their effectiveness and limitations in this context.
پژوهشگران سهیلا اکبری برگشادی (نفر اول)، حسین بیورانی (Hossein Bevrani) (نفر دوم)