Distribución de Burr XII con datos truncados y censurados: Estimación de máxima verosimilitud basada en Método de Newton-Raphson
- Ramón Giraldo
, - Armando Zarruk ,
- Edwin Riveros
Resumen
Este trabajo muestra una metodología para estimar por máxima verosimilitud (ML) los parámetros de una distribución Burr XII cuando los datos son simultáneamente truncados por la izquierda y censurados por la derecha. Dado que las ecuaciones de ML no tienen solución definitiva en estas condiciones, se considera un procedimiento iterativo basado en el método de Newton-Raphson. La coincidencia de percentiles se utiliza para establecer valores iniciales en el algoritmo. Los resultados basados en simulaciones y análisis de datos reales indican que la alternativa propuesta tiene un buen desempeño.
Palabras clave
Distribución Burr XII, datos censurados, datos truncados, máxima verosimilitud
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