Affiliations: Yashwantrao Chavan School of Rural Development, Shivaji University, Kolhapur 416004, India. E-mail: [email protected]
Abstract: In the present article, the modified Weibull distribution proposed by Sarhan and Zaindin  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.
Keywords: Expectation-maximization algorithm, linear failure rate distribution, maximum likelihood estimation, modified Weibull distribution, Monte Carlo Expectation-Maximization