DocumentCode
1347863
Title
Direct Optimisation for Calculating Maximum Likelihood Estimates of Parameters of the Weibull Distribution
Author
Bunday, Brian D. ; Al-Mutwali, Imad
Author_Institution
B.Sc., Ph.D., F.I.M.A., F.S.S.; School of Mathematical Sciences; University of Bradford; Richmond Road, Bradford; West Yorkshire BD7 1DP ENGLAND.
Issue
4
fYear
1981
Firstpage
367
Lastpage
369
Abstract
Computer software has been prepared to compute maximum likelihood estimates (MLE) for the parameters of a 2-parameter Weibull distribution using failure and survival time data. The procedure is the direct optimisation of the log-likelihood function by a method that evaluates the variance-covariance matrix of the estimates without a separate calculation of second derivatives.
Keywords
Distributed computing; Indium tin oxide; Maximum likelihood estimation; Noise measurement; Optimization methods; Parameter estimation; Reliability theory; Shape; Statistics; Weibull distribution; Maximum likelihood estimation; Variance-covariance matrix; Weibull distribution;
fLanguage
English
Journal_Title
Reliability, IEEE Transactions on
Publisher
ieee
ISSN
0018-9529
Type
jour
DOI
10.1109/TR.1981.5221119
Filename
5221119
Link To Document