Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)

The Korean Institute of Electrical Engineers (대한전기학회)
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A Study on the Performance of MLE and BLUE for the 2 Parameter Weibull Distribution

2-파라미터 바이블 분포에 대한 MLE와 BLUE의 성능에 관한 연구

  • Lee, S.K. (Dept. of Electrical Engineering, Korea Univ.) ;
  • Koh, J.H. (Dept. of Electrical Engineering, Korea Univ.) ;
  • Kim, I.S. (Dept. of Electrical Engineering, Korea Univ.) ;
  • Kim, T.H. (Dept. of Electrical Engineering, Korea Univ.) ;
  • Kim, Y.S. (Dept. of Electrical Engineering, Korea Univ.) ;
  • Sung, Y.K. (Dept. of Electrical Engineering, Korea Univ.)
  • 이상권 (고려대학교 대학원 전기공학과) ;
  • 고중혁 (고려대학교 대학원 전기공학과) ;
  • 김인수 (고려대학교 대학원 전기공학과) ;
  • 김태훈 (고려대학교 대학원 전기공학과) ;
  • 김양수 (고려대학교 대학원 전기공학과) ;
  • 성영권 (고려대학교 대학원 전기공학과)
  • Published : 1998.07.20
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Abstract

Two estimators for the scale (${\delta}$) and shape (${\beta}$) parameters and percentiles of the Weibull distribution were compared. These estimators are maximum likelihood estimator (MLE) and the best linear unbiased estimator (BLUE). The performance of these estimators are compared by mean square error and studied in complete and type II censored samples of size 10 and 25. The overall performance of the MLE was similar to that of the BLUE.

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