An EM algorithm for estimating the parameters of bivariate Weibull distribution under random censoring

We consider the problem of estimation of the parameters of the Marshall–Olkin Bivariate Weibull distribution in the presence of random censoring. Since the maximum likelihood estimators of the parameters cannot be expressed in a closed form, we suggest an EM algorithm to compute the same. Extensive simulations are carried out to conclude that the estimators perform efficiently under random censoring.