Accession Number : ADA138721

Title :   A Comparison of Several Alternatives to Maximum Likelihood for the Weibull Distribution.

Descriptive Note : Scientific rept. no. 5,

Corporate Author : UNIVERSITY OF CENTRAL FLORIDA ORLANDO DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s) : Bean,S J ; Somerville,P N ; Franklin,L A

PDF Url : ADA138721

Report Date : 22 Sep 1983

Pagination or Media Count : 16

Abstract : Five methods of parameter estimation for the two parameter Weibull distribution are investigated using simulation. They are: Non-Linear Regression, Log-Linearization, Weighted Least Squares, Generalized Least Squares, and Method of Moments. Effects of contamination and censoring of data as well as robustness of the methods were investigated. Weighted Least Squares seemed to be the most cost-effective method and Nonlinear Regression was the most robust. (Author)

Descriptors :   *NUMERICAL METHODS AND PROCEDURES, *WEIBULL DENSITY FUNCTIONS, *PARAMETRIC ANALYSIS, *ESTIMATES, COST EFFECTIVENESS, COMPARISON, MAXIMUM LIKELIHOOD ESTIMATION, LEAST SQUARES METHOD, NONLINEAR ANALYSIS, REGRESSION ANALYSIS, WEIGHTING FUNCTIONS, METHOD OF MOMENTS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE