Newton-Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge. In the present art
Joint estimation for the parameters of Weibull distribution
โ Scribed by Zhenmin Chen
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 224 KB
- Volume
- 66
- Category
- Article
- ISSN
- 0378-3758
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โฆ Synopsis
This paper discusses exact joint confidence region for the shape parameter /J and scale parameter I1 of the two-parameter Weibull distribution. As an application, the joint conlidence region is used to obtain a conservative lower confidence bound for the reliability function. The method can be used for both complete and censored samples, ~' 1998 Elsevier Science B.V.
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Maximum likelihood estimation for the parameters in the three-parameter Weibull distribution needs an initial value in the iteration scheme for likelihood equations. In certain cases, maximum likelihood estimation can break down for the three-parameter Weibull model, as no local maximum of the likel