Journal of East China Normal University(Natural Sc ›› 2010, Vol. 2010 ›› Issue (5): 38-48.

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EM algorithm for degradation data analysis

XU An-cha, TANG Yin-cai   

  1. School of Finance and Statistics, East China Normal University, Shanghai 200241, China
  • Received:2010-01-01 Revised:2010-05-01 Online:2010-09-25 Published:2010-09-25
  • Contact: TANG Yin-cai

Abstract: Statistical inference procedures were proposed in assessing product reliability based on EM algorithm. The general formulae to estimate parameters were derived in the degradation model when its random effects follow an exponential family, and sensitivity of the choice of the distributions of the random effects was assessed via simulation. Two real data sets were analyzed.

Key words: random effect, EM algorithm, degradation data, random effect, EM algorithm

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