Estimating the location and scale parameters of the Weibull distribution: An application from engineering

MERT KANTAR Y., ŞENOĞLU B.

16th IASTED International Conference on Applied Simulation and Modelling, Palma de Mallorca, Spain, 29 - 31 August 2007, pp.90-91 identifier identifier

  • Publication Type: Conference Paper / Full Text
  • City: Palma de Mallorca
  • Country: Spain
  • Page Numbers: pp.90-91
  • Keywords: 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 and percentile estimators
  • Anadolu University Affiliated: No

Abstract

There exist various methods for estimating the location and scale parameters of the Weibull distribution. The maximum likelihood estimators (MLE), moment estimators (ME), generalized spacing estimators (GSE), modified maximum likelihood estimators (MMLE-I and MMLE-II), Tiku's Modified Maximum Likelihood Estimators (TMMLE), least squares estimators (LSE), weighted least squares estimators (WLSE) and percentile estimators (PCE) are the most popular among the other estimation methods used in the literature. In this study, we estimate the location and scale parameters of the two-parameter Weibull distribution by using a real data set. We also compare these estimators in terms of defficiency via Monte Carlo simulation.