The Fisher information matrix for a three-parameter exponentiated Weibull distribution under type II censoring

被引:15
作者
Qian, Lianfen [1 ]
机构
[1] Florida Atlantic Univ, Dept Math Sci, Boca Raton, FL 33431 USA
关键词
Exponentiated Weibull distribution; Hazard function; Type II censoring; Maximum likelihood estimator; Fisher information matrix; FAMILY;
D O I
10.1016/j.stamet.2011.08.007
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple algorithm for computing the maximum likelihood estimator and derives the Fisher information matrix. The latter is represented through a single integral in terms of the hazard function; hence it solves the problem of computational difficulty in constructing inferences for the maximum likelihood estimator. Real data analysis is conducted to illustrate the effect of the censoring rate on the maximum likelihood estimation. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码:320 / 329
页数:10
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