On nonlinear weighted total least squares parameter estimation problem for the three-parameter Weibull density

被引:19
|
作者
Markovic, Darija [1 ]
Jukic, Dragan [1 ]
机构
[1] Univ Osijek, Dept Math, HR-31000 Osijek, Croatia
关键词
Three-parameter Weibull density; Total least squares; Total least squares estimate; Existence problem; Data fitting; EXISTENCE; MODELS;
D O I
10.1016/j.apm.2009.10.001
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
The three-parameter Weibull density function is widely employed as a model in reliability and lifetime studies. Estimation of its parameters has been approached in the literature by various techniques, because a standard maximum likelihood estimate does not exist. In this paper we consider the nonlinear weighted total least squares fitting approach. As a main result, a theorem on the existence of the total least squares estimate is obtained, as well as its generalization in the total l(q) norm (q >= 1). Some numerical simulations to support the theoretical work are given. (C) 2009 Elsevier Inc. All rights reserved.
引用
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页码:1839 / 1848
页数:10
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