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The Empirical Distribution Function with Arbitrarily Grouped, Censored, and Truncated Data

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TLDR
In this paper, a simple algorithm is constructed and shown to converge monotonically to yield a maximum likelihood estimate of a distribution function when the data are incomplete due to grouping, censoring and/or truncation.
Abstract
SUMMARY This paper is concerned with the non-parametric estimation of a distribution function F, when the data are incomplete due to grouping, censoring and/or truncation. Using the idea of self-consistency, a simple algorithm is constructed and shown to converge monotonically to yield a maximum likelihood estimate of F. An application to hypothesis testing is indicated.

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Citations
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Journal ArticleDOI

On the convergence properties of the em algorithm

C. F. Jeff Wu
- 01 Mar 1983 - 
TL;DR: In this paper, the EM algorithm converges to a local maximum or a stationary value of the (incomplete-data) likelihood function under conditions that are applicable to many practical situations.
Journal ArticleDOI

Discrete-Time Methods for the Analysis of Event Histories

TL;DR: The history of an individual or group can always be characterized as a sequence of events as discussed by the authors, and it is surely the business of sociology to explain and predict the occurrence of such events.
Book

Applied life data analysis

TL;DR: This book summarizes the author's research into basic concepts and Distributions for Product Life and presents a meta-analyses of Inspection Data (Qualtal--Response and Interval Data) and Maximum Likelihood Comparisons (Multiply Censored and Other Data).
References
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Book ChapterDOI

Nonparametric Estimation from Incomplete Observations

TL;DR: In this article, the product-limit (PL) estimator was proposed to estimate the proportion of items in the population whose lifetimes would exceed t (in the absence of such losses), without making any assumption about the form of the function P(t).
Journal ArticleDOI

An empirical distribution function for sampling with incomplete information

TL;DR: In this article, it was shown that the consistency property of the maximum likelihood estimators depends on a grouping of observations which might very well appeal to an investigator on purely intuitive grounds.