The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Estimation from Incomplete Data in Multivariate Distributions under Stochastic Ordering

확률적 순서를 갖는 다변량분포에서 불완전자료에 의한 추정

  • Kwang Mo Jeoung (Department of Statistics, Pusan National University, Kumjung ku, Pusan 609-735, Korea)
  • Published : 1994.09.01
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Abstract

For multivariate distributions satisfying stochastic ordering, we suggest maximum likelihood estimation with incomplete data via an EM algorithm. In this paper we restrict our attention to the contingency tables with partially cross-classified observations. We may use the existing isotonic regression program to implement EM algorithm, and we illustrate the estimation process through an example.

확률적 순서관계를 갖는 다변량분포에서 얻어진 자료가 결측값을 갖는 불완전한 자료일 때, EM 알고리즘을 이용한 최우추정법을 논의하였다. 본 논문에서는 관찰값들이 부분적으로 분류된 분할표자료에 국한하여 연구되었으며 기존의 동위회귀추정 프로그램을 써서 EM을 수행할 수 있는 이점이 있다. 예를 통하여 제안된 추정법을 설명한다.

Keywords

References

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