MLE of Three-Parameter Weibull Distribution in Multi-Data Types

摘要：

An algorithm is presented for maximum likelihood estimation (MLE) of three-parameter Weibull distribution in this paper, which is not only suitable for uncensored data but also appropriate for various censored data. Firstly, a unified likelihood equation under censored data and uncensored data was built. Here, the second-order convergent Newton-Raphson iteration method was applied to solve the MLE of two-parameter Weibull distribution, which had only scale parameter and shape parameter with a given positional parameter. Then, the steady and rapid Brent search method was applied to solve the optimal solution of the likelihood function just with a single variable of positional parameter. Finally, several examples were given to demonstrate the stability and efficiency of this algorithm.

关键词： Three-parameter weibull distribution Maximum Likelihood Estimation (MLE) Censored data Newton-Raphson iteration method Brent search method

作者: Yujin Wang Ying Fan Shunkun Wang

作者单位: School of Machinery & Electronics Engineering, Taiyuan University, Taiyuan 030009, China School of Machinery & Electronics Engineering, Taiyuan University of Science & Technology,Taiyuan 03

会议类型: 国际会议

会议名称: International Symposium on Advanced Rolling Equipment Technologies(第一届轧钢设备新技术国际研讨会 ISARET 2010)

会议地点: 太原

会议语种:英文

页码: 37-42

在线出版日期: 2010-09-23（万方平台首次上网日期，不代表论文的发表时间）