Estimation in a truncated bivariate poisson distribution using the EM algorithm |
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Authors: | Konstantinos Adamidis Sotirios Loukas |
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Affiliation: | Department of Mathematics , University of loannina , 451 10 loannina, Greece |
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Abstract: | An EM algorithm (Dempster et al., 1977) is derived for the estimation of parameters of the truncated bivariate Poisson distribution with zeros rnissing from both margins. The observed inforrnation matrix is obtained and a numerical exarnple is given where the convergence of the EM algorithm is accelerated by the methods of Louis (1982) and conjugate gradients (Jamshidian antl Jennrich, 1993). |
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Keywords: | EM algorithm truncated bivariate poisson distribution |
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