International Journal of Reliability and Applications
- Volume 4 Issue 1
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- Pages.41-50
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- 2003
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- 1598-0073(pISSN)
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- 2283-8914(eISSN)
Comparison of Parameter Estimation for Weibull Distribution
- Wang, Fu-Kwun (Department of Industrial Engineering and Management National Taipei University of Technology) ;
- J. Bert Keats (Department of Industrial Engineering Arizona State University, U.S.A.) ;
- B. Y. Leu (Department of Industrial Engineering and Management Ming-Hsin University of Science ＆ Technology, Taiwan)
- Published : 2003.03.01
Abstract
This paper represents the first comprehensive comparison of the Newton-Raphson's method and Simple Iterative Procedure (SIP) in the maximum likelihood estimation of the two-parameter Weibull distribution. Computer simulation is employed to compare these two methods for multiply censored, singly censored data (Type I or Type Ⅱ censoring) and complete data. Results indicate the Newton-Raphson's with the Menon's estimated value, as an initial point remains the effective iterative procedure for estimating the parameters.
Keywords
- maximum likelihood estimation (MLE);
- Menon's method;
- Newton-Raphons'method;
- simple iterative procedure (SIP);
- two-parameter Weibull distribution