Efficient estimation of the Weibull shape parameter based on a modified profile likelihood

被引：39

作者：

Yang, ZL ^{[1
]}

Xie, M

机构：

[1] Singapore Management Univ, Sch Econ & Social Sci, Singapore, Singapore

[2] Natl Univ Singapore, Dept Ind & Syst Engn, Singapore 117548, Singapore

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2003年 / 73卷 / 02期

关键词：

Weibull distribution; shape parameter; bias; mean squared error; modified profile likelihood; censored data;

D O I：

10.1080/00949650215729

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The maximum likelihood estimator of the Weibull shape parameter can be very biased. An estimator based on the modified profile likelihood is proposed and its properties are studied. It is shown that the new estimator is almost unbiased with relative bias being less than 1% in most of situations, and it is much more efficient than the regular MLE. The smaller the sample or the heavier of the censoring, the more efficient is the new estimator relative to the regular MLE.

引用

页码：115 / 123

页数：9

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