Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale

07/31/2017
by   Arabin Kumar Dey, et al.
0

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.

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