An EM-Algorithm for Estimating the Lifetime Distribution with Long Terms Survival Data
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Abstract
We are interested here in the estimation of the lifetime distribution by using the right censored observations taking into account the probability p that a censored item might contract the interest event after the right censoring. This type of censorship is known in the literature as long-term survival item. We assume that the lifetime follows a log-normal distribution with parameters μ and σ . An EM-algorithm is developed so as to estimate the 2 parameters μ, σ and p. Simulations indicate good accurate and robustness results. The EM- algorithm is then applied to the Cameroonian custom services data set in order to estimate the distribution of the return delays of the Global Position System (GPS). The EM-algorithm leads to accurate results of the parameters involved with smaller mean squared error.