Parameter estimation of Rayleigh distribution based on MCEM algorithm

doi:10.4028/www.scientific.net/AMM.530-531.597

	Parameter estimation of Rayleigh distribution based on MCEM algorithm
	Yang, Hai-Jun1 ; Jin, Xu-Dong 2
	2014
会议名称	2014 International Conference on Sensors Instrument and Information Technology, ICSIIT 2014
会议录名称	Applied Mechanics and Materials
卷号	530-531
页码	597-600
会议日期	2014-01-18 - 2014-01-19
会议地点	Guangzhou, China
出版者	Trans Tech Publications
摘要	MCEM algorithm produces based on the evolution of the EM algorithm. According to the MCEM algorithm theory, the iterative formula of parameter estimation of Rayleigh was derived based on MCEM algorithm, meanwhile the computer simulation algorithm was designed. Computer simulation shows that, in the case of the small sample, parameter estimation of MCEM algorithm is more stable and precise than MLE algorithm. © (2014) Trans Tech Publications, Switzerland.
关键词	Algorithms Computer simulation Information technology Parameter estimation EM algorithms Iterative formulas MCEM algorithm Rayleigh Rayleigh distributions Simulation algorithms Small samples
DOI	10.4028/www.scientific.net/AMM.530-531.597
收录类别	EI
语种	英语
EI入藏号	20141217498273
文献类型	会议论文
条目标识符	http://ir.lzufe.edu.cn/handle/39EH0E1M/9757
专题	信息工程与人工智能学院
作者单位	1.School of Information Engineering, Lanzhou University of Finance and Economics, Lanzhou, 730020, China; 2.School of Statistics, Lanzhou University of Finance and Economics, Lanzhou, 730020, China
推荐引用方式 GB/T 7714	Yang, Hai-Jun,Jin, Xu-Dong. Parameter estimation of Rayleigh distribution based on MCEM algorithm[C]:Trans Tech Publications,2014:597-600.