Maximum likelihood estimation of the Weibull distribution with reduced bias-Reference-Cited by-同舟云学术

Maximum likelihood estimation of the Weibull distribution with reduced bias

Published:2023-04-17 Issue:3 Volume:33 Page:
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

Makalic Enes,Schmidt Daniel F.

Abstract

AbstractIn this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly less biased and more efficient than the corresponding maximum likelihood estimate, while being simple to compute using existing maximum likelihood software procedures.

Funder

University of Melbourne

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s11222-023-10236-0.pdf

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