An EM algorithm for the estimation of parameters of bivariate generalized exponential distribution under random left censoring
In this paper, we consider the four-parameter bivariate generalized exponential distribution proposed by Kundu and Gupta [Bivariate generalized exponential distribution, J. Multivariate Anal. 100 (2009), pp. 581-593] and propose an expectation-maximization algorithm to find the maximum-likelihood estimators of the four parameters under random left censoring. A numerical experiment is carried out to discuss the properties of the estimators obtained iteratively.
em algorithm bivariate generalized exponential distribution random left censoring pseudo-likelihood 62n01 62n02