On the Bias of the Maximum Likelihood Estimators of Parameters of the Weibull Distribution

Mathematical and Computational Applications

Chen, Man¹ 

关键词: Weibull distribution;    maximum likelihood estimators;    bias correction;    bootstrap;    percentiles;    least squares estimators;   

DOI  :  10.3390/mca22010019

学科分类：计算数学

来源: mdpi

【 摘 要 】

Usually, the parameters of a Weibull distribution are estimated by maximum likelihood estimation. To reduce the biases of the maximum likelihood estimators (MLEs) of two-parameter Weibull distributions, we propose analytic bias-corrected MLEs. Two other common estimators of Weibull distributions, least-squares estimators and percentiles estimators, are also introduced. Based on a comparison of their performances in the simulation study, we strongly recommend the analytic bias-corrected MLEs for the parameters of Weibull distributions, especially when the sample size is small.

【 授权许可】

CC BY