A simple iterative estimation procedure for computing the nonparametric maximum likelihood estimator (NPMLE) in biased sampling models is discussed and studied in detail. A proof of convergence is provided. Numerical experiments show that the algorithm is significantly faster in terms of CPU time compared with the standard procedure.
Bibliographical noteFunding Information:
This research was supported by the Israel Science Foundation grant No. 1049/06.
ASJC Scopus subject areas
- Statistics and Probability
- Computational Mathematics
- Computational Theory and Mathematics
- Applied Mathematics