Parameter estimation of the modified Weibull distribution using Monte Carlo Expectation Maximization algorithm

Abstract

In the present article, the modified Weibull distribution proposed by Sarhan and Zaindin [5] is considered and proposed parameter estimation procedure based on the Monte Carlo Expectation Maximization algorithm to obtain the estimates of unknown parameters. To see the performance of the proposed estimation procedure, we report the simulation results. For illustrative purposes, we have also applied the proposed estimation procedure on a real data set.