A simulation study of some simple estimators for the three-parameter weibull distribution

作者: Stelios H Zanakis

DOI: 10.1080/00949657908810302

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摘要: Analytic estimates of the three Weibull parameters are important to practitioners for their simplicity and analyst as starting points iterative procedures obtaining better estimates, e.g. MLE. This paper examines more than seventeen simple estimators. Their accuracy (in a MSE sense) is evaluated on set randomly generated three-parameter problems. The most accurate (simple percentile) estimator identified location, scale shape parameter.

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