二元广义Weibull模型

摘要

本文研究了一个二元广义Weibull分布模型,其边缘分布分别是一元广义Weibull分布.利用EM算法,得到了未知参数的极大似然估计和观测Fisher信息矩阵.%In this paper,we study a bivariate generalized Weibull distribution model by defining the marginals as the univariate generalized Weibull distribution.By using EM algorithm,we obtain the maximum likelihood estimators of the unknown parameters and the Fisher information matrix.