A comparative study for the location and scale parameters of the Weibull distribution with given shape parameter

被引：72

作者：

Kantar, Yeliz Mert ^{[2
]}

Senoglu, Birdal ^{[1
]}

机构：

[1] Ankara Univ, Fac Sci, Dept Stat, TR-06100 Ankara, Turkey

[2] Anadolu Univ, Fac Sci, Dept Stat, Eskisehir, Turkey

来源：

COMPUTERS & GEOSCIENCES | 2008年 / 34卷 / 12期

关键词：

Efficiency; Monte Carlo simulation; 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; Percentile estimators;

D O I：

10.1016/j.cageo.2008.04.004

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Nine parametric estimators of the location and scale parameters of a two-parameter Weibull distribution are compared in terms of their bias and efficiency in a simulation study. The estimators considered are the maximum likelihood estimators (MLE), moment estimators (ME), generalized spacing estimators (GSE), modified maximum likelihood estimators I (MMLE-I), modified maximum likelihood estimators II (MMLE-II), Tiku's modified maximum likelihood estimators (TMMLE), least-squares estimators (LSE), weighted least-squares estimators (WLSE) and percentile estimators (PCE). The aim of the comparisons is to identify the most efficient estimators among these nine estimators for different shape parameters and sample sizes. (c) 2008 Elsevier Ltd. All rights reserved.

引用

页码：1900 / 1909

页数：10

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