Dergiler / Mathematical and Computational Applications / 2012 / Cilt: 17 - Sayı: 1

Computation approaches for parameter estimation of Weibull distribution

Sayfa
39–47
DOI
—
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

We find that the least squares method significantly outperforms the maximum likelihood when the sample size is small.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:This paper examines the estimation comparison of two methods for Weibull parameters, one is the maximum likelihood method and the other is the least squares method.
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Temel Bulgular & Veri:A numerical simulation study is carried out to understand performance of the two methods.
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Sonuç & Katkı:We find that the least squares method significantly outperforms the maximum likelihood when the sample size is small.
🔬Tür:Araştırma Makalesi
📍Kapsam:Genişletilmiş Akademik Örneklem
⚙️Değişkenler:Alan Parametreleri

Abstract

This paper examines the estimation comparison of two methods for Weibull parameters, one is the maximum likelihood method and the other is the least squares method. A numerical simulation study is carried out to understand performance of the two methods. Based on sample root mean square errors, we make a comparison between the two computation approaches. We find that the least squares method significantly outperforms the maximum likelihood when the sample size is small.

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Bu Makaleye Atıf Yap

CHU, Y., KE, J. (2012). Computation approaches for parameter estimation of Weibull distribution. Mathematical and Computational Applications, Cilt: 17 - Sayı: 1, 39–47. https://ajindex.com/articles/279839

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Kaynakça (7)

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  4. J. Shi, X. Ren, X. Chen, and X. Li, A Solution Method for 3-Parameter Weibull Distribution of Maximum Likelihood Estimation, Henan Science, 07, 2009
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  7. G. G. Roussas, A Course in Mathematical Statistics, Second Edition, Academic Press, 1997.