Fitting Mixtures of Erlangs to Uncensored and Untruncated Data Using the EM Algorithm - Addendum

7 Pages Posted: 23 Jan 2014

Date Written: October 23, 2013

Abstract

In this addendum, we present the EM algorithm of Lee and Lin (2010) customized for fitting mixtures of Erlang distributions with a common scale parameter to uncensored and untruncated data. We work out the details with zero-one component indicators inspired by McLachlan and Peel (2001) and Lee and Scott (2012).

Suggested Citation

Roel, Verbelen, Fitting Mixtures of Erlangs to Uncensored and Untruncated Data Using the EM Algorithm - Addendum (October 23, 2013). Available at SSRN: https://ssrn.com/abstract=2383152 or http://dx.doi.org/10.2139/ssrn.2383152

Verbelen Roel (Contact Author)

KU Leuven ( email )

Naamsestraat 69
B-3000 Leuven, Vlaams-Brabant 3000
Belgium

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