A comprehensive assessment of the performance and stability of maximum likelihood estimators for the exponential–poisson distribution: An analysis of sample size and censoring schemes on the NR, EM, and SEM algorithms under type I progressive interval censoring

Document Type : Research Paper

Authors

Department of Statistics, Payame Noor University (PNU), P.O.Box 19395-4697, Tehran, Iran

Abstract

This study compares Newton-Raphson (NR), EM, and stochastic EM (SEM) for estimating Exponential-Poisson parameters under Type I progressive interval censoring. Simulations across sample sizes (20–200) and censoring schemes show SEM achieves the smallest MSE and highest stability, especially for small samples or complex censoring. EM performs reliably for large samples but is more variable for small samples. NR is highly sensitive to initial values and least stable. A real melanoma dataset confirms EP distribution fit (KS=0.0961) and replicates simulation patterns, emphasizing the need to choose estimation methods carefully.

Keywords

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Articles in Press, Corrected Proof
Available Online from 06 May 2026
  • Receive Date: 03 December 2025
  • Revise Date: 02 February 2026
  • Accept Date: 02 February 2026