Statistics of the three-parameter weibull distribution
Autor: | Richard Smith, J. C. Naylor |
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Rok vydání: | 1987 |
Předmět: |
Restricted maximum likelihood
General Decision Sciences Bayes factor Management Science and Operations Research M-estimator Marginal likelihood Statistics::Computation Maximum spacing estimation Statistics Econometrics Maximum a posteriori estimation Statistics::Methodology Likelihood function Exponentiated Weibull distribution Mathematics |
Zdroj: | Annals of Operations Research. 9:577-587 |
ISSN: | 1572-9338 0254-5330 |
DOI: | 10.1007/bf02054756 |
Popis: | We consider the estimation of the parameters of the three-parameter Weibull distribution, with particular emphasis on the unknown endpoint of the distribution. We summarize recent results on the asymptotic behaviour of maximum likelihood estimators. We continue with an example in which maximum likelihood and Bayesian estimators arc compared. We conclude that there are practical advantages to the Bayesian approach, but the study also suggests ways in which the maximum likelihood analysis may be improved. |
Databáze: | OpenAIRE |
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