关键词: 混合指数分布, 几何分布 , 极大似然估计 , EM算法, 寿命分布

Abstract: This paper defines the mixture exponential geometric distribution and analyzes its various properties based on the situation of the lifetime of the component and the number of the component subjects to two parameters mixture exponential distribution and geometric distribution, respectively. Furthermore, MLE of parameters is discussed and the approximate estimates of parameters are obtained by EM algorithm. Finally, this paper presents the parameters of asymptotic variances, covariances and confidence intervals.

Key words: Mixture Exponential Distribution, Geometric Distribution, Maximum Likelihood Estimation, EM Algorithm, Lifetime Distribution