Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution

Zhen Dong Li; Meng Meng Li

doi:10.4028/www.scientific.net/AMM.475-476.278

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vols. 475-476Impact of Missing Data on Parameter Estimation of...

Impact of Missing Data on Parameter Estimation of EM Algorithm under Rayleigh Distribution

Abstract:

Is EM algorithm parameter estimation under Rayleigh distribution sensitive to missing data and if it is, what extent is it By designing computer simulation methods, contrast and analyze the results of maximum likelihood estimation and EM algorithm estimation under different missing rate. It shows that the results were almost identical when the missing rate is below 0.30, but the efficiency of EM algorithm gradually deteriorates as the missing rate increases. Meanwhile the results also show that the EM algorithm is sensitive to sample size and the selection of initial value.

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Periodical:

Applied Mechanics and Materials (Volumes 475-476)

Pages:

278-281

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.475-476.278

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Online since:

December 2013

Authors:

Zhen Dong Li*, Meng Meng Li

Keywords:

EM, Missing Data, Parameter Estimation, Rayleigh Algorithm

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