A Note on the Stochastic EM Algorithm Based on Left Truncated Right Censored Data from Burr XII Distribution

• Published in: Revstat Vol. 21; no. 4; p. 447
• Main Author: Mitra, Debanjan
• Format: Journal Article
• Language: English
• Published: Instituto Nacional de Estatistica 01.11.2023; Instituto Nacional de Estatística | Statistics Portugal
• Subjects: Algorithms; Censoring; Lifetime distribution; Monte Carlo method; Prediction; Stochastic expectation maximization algorithm; Truncation
• DOI: 10.57805/revstat.v21i4.425
• ISSN: 1645-6726

* The Burr XII distribution is a flexible model for failure-time data. A very general and commonly observed structure for failure-time data involves left truncation and right censoring. In this article, modelling of left truncated right censored failure-time data by the Burr XII distribution is discussed. The steps of the stochastic expectation maximization algorithm, which is a useful technique of estimation for incomplete data structures, are developed to estimate the model parameters of the Burr XII distribution. The Newton-Raphson method, which is a direct method of obtaining maximum likelihood estimates by optimizing the observed likelihood is also used. The two methods of inference are assessed and compared through a Monte Carlo simulation study. Discussions of the inferential methods are extended to the cases of a three-parameter Burr XII model, and a covariate-included model. An illustrative example based on real data is provided. Finally, an application of the inferential results to a prediction issue is discussed with an illustration. Keywords: * lifetime distribution; censoring; truncation; stochastic expectation maximization algorithm; prediction. AMS Subject Classification: * 62F10, 62H10.