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A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring  

Kim, Seong-Il (Hanyang University Department of Industrial Engineering)
Park, Min-Yong (Hanyang University Department of Industrial Engineering)
Park, Jung-Won (Korea Testing Laboratory)
Publication Information
Journal of Korean Society for Quality Management / v.38, no.4, 2010 , pp. 480-490 More about this Journal
Abstract
In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples).
Keywords
Weibull Distribution; Type I Censoring; Least Square Estimator; Maximum Likelihood Estimator;
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