Mengmeng Li
Lanzhou University of Finance and Economics

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Journal : Indonesian Journal of Electrical Engineering and Computer Science

Impact of Missing Data on EM Algorithm under Rayleigh Distribution Zhendong Li; Mengmeng Li
Indonesian Journal of Electrical Engineering and Computer Science Vol 12, No 6: June 2014
Publisher : Institute of Advanced Engineering and Science

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Abstract

Is EM algorithm parameter estimation under Rayleigh distribution sensitive to missing data and if it is, what extent is it? By designing computer simulation methods, contrast and analyze the results of maximum likelihood estimation with complete data and EM algorithm estimation under different missing rate in small sample. It shows that the results were almost identical when the missing rate is below 0.30, but the efficiency of EM parameter estimation gradually deteriorates as the missing rate increases. Meanwhile the results also show that the EM algorithm is sensitive to sample size and the selection of initial value. DOI : http://dx.doi.org/10.11591/telkomnika.v12i6.5491