A comparative study for the location and scale parameters of the Weibull distribution with given shape parameter

MERT KANTAR Y., ŞENOĞLU B.

COMPUTERS & GEOSCIENCES, cilt.34, sa.12, ss.1900-1909, 2008 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 34 Sayı: 12
  • Basım Tarihi: 2008
  • Doi Numarası: 10.1016/j.cageo.2008.04.004
  • Dergi Adı: COMPUTERS & GEOSCIENCES
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1900-1909
  • Anahtar Kelimeler: Efficiency, Monte Carlo simulation, Maximum likelihood estimators, Moment estimators, Generalized spacing estimators, Modified maximum likelihood estimators, Tiku's modified maximum likelihood estimators, Least-squares estimators, Weighted least-squares estimators, Percentile estimators, MAXIMUM-LIKELIHOOD-ESTIMATION, ESTIMATORS, STATISTICS
  • Ankara Üniversitesi Adresli: Evet

Özet

Nine parametric estimators of the location and scale parameters of a two-parameter Weibull distribution are compared in terms of their bias and efficiency in a simulation study. The estimators considered are the maximum likelihood estimators (MLE), moment estimators (ME), generalized spacing estimators (GSE), modified maximum likelihood estimators I (MMLE-I), modified maximum likelihood estimators II (MMLE-II), Tiku's modified maximum likelihood estimators (TMMLE), least-squares estimators (LSE), weighted least-squares estimators (WLSE) and percentile estimators (PCE). The aim of the comparisons is to identify the most efficient estimators among these nine estimators for different shape parameters and sample sizes. (c) 2008 Elsevier Ltd. All rights reserved.