Estimating The Parameters of Bivariate Weibull Distribution under Random Censoring

摘要

We consider the problem of estimation of the parameters of the Marshall-Olkin Bivariate Weibull distribution in the presence of random censoring. Since the maximum likelihood estimators of the parameters can not be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are done to conclude that the estimators perform efficiently under random censoring.