Estimating the Location and Scale Parameters of the Weibull Distribution: An Application from Engineering

Y. Mert Kantar and B. Senoglu (Turkey)

Keywords

Maximum likelihood estimators, moment estimators, generalized spacing estimators, modified maximum likelihood estimators, Tiku’s modified maximum likelihood estimators, least squares estimators, weighted least squares estimators and percentile estimators.

Abstract

There exist various methods for estimating the location and scale parameters of the Weibull distribution. The maximum likelihood estimators (MLE), moment estimators (ME), generalized spacing estimators (GSE), modified maximum likelihood estimators (MMLE-I and MMLE-II), Tiku’s Modified Maximum Likelihood Estimators (TMMLE), least squares estimators (LSE), weighted least squares estimators (WLSE) and percentile estimators (PCE) are the most popular among the other estimation methods used in the literature. In this study, we estimate the location and scale parameters of the two parameter Weibull distribution by using a real data set. We also compare these estimators in terms of defficiency via Monte Carlo simulation.

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