Estimation of Weibull Quantiles With Minimum Error in the Distribution Function

Autor:	J. E. Angus, R. E. Schafer
Rok vydání:	1979
Předmět:	Statistics and Probability Minimum mean square error Distribution function Efficient estimator Estimation theory Sample size determination Applied Mathematics Modeling and Simulation Statistics Estimator Weibull distribution Mathematics Quantile
Zdroj:	Technometrics. 21:367-370
ISSN:	1537-2723 0040-1706
DOI:	10.1080/00401706.1979.10489783
Popis:	In this article the optimalpoint estimator of a Weibull quantile is investigated where optimality is defined in terms of the minimum mean square error of the predicted distribution function. The general form of the estimator is K1/ĉ where , ĉ are the maximum likelihood estimators of the scale (b) and shape (c) parameters respectively. The optimal K is given for quantiles 0.01, 0.05, 0.10, 0.90, 0.95, 0.99 for random samples of size n = 20(10)100(100)300. Also presented for each pair of the above quantiles and sample sizes is the estimator (of the form K1/ĉ which makes the predicted DF unbiased.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ad87e303290832be1187ac205ef83796 https://doi.org/10.1080/00401706.1979.10489783 Zobrazit plný text záznamu