Y. Komori and H. Hirose (2000), An easy parameter estimation by the EM
algorithm in the new up-and-down method, IEEE Transactions on Dielectrics
and Electrical Insulation, 7 (6), 838-842.
Abstract
Flashover voltage estimation has been carried out conventionally with the
up-and-down method by Dixon and Mood (1948). Recently, Hirose and Kato
(1998) proposed a new version of the method to change the way of analyzing
data. Although the method has better properties than the conventional one,
it requires solving maximum likelihood equations. In this paper we reduce
the troublesome task (e.g., implementation and the selection of a proper
initial value) attendant on the requirement by using the expectation-maximization
(EM) algorithm that gives a useful iterative formula to solve the equations.
The iterative formula can almost always give the solutions of the likelihood
equations because of its excellent global convergence of the EM-algorithm.
Note
The paper gives the analysis of the asymptotic errors in detail.
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Last updated: 2014/08/07