Title :
Uniqueness of maximum likelihood estimators of the 2-parameter Weibull distribution
Author :
Farnum, Nicholas R. ; Booth, Paul
Author_Institution :
Dept. of Manage. Sci. & Inf. Syst., California State Univ., Fullerton, CA, USA
fDate :
12/1/1997 12:00:00 AM
Abstract :
We present a simple statistic, calculated from either complete failure data or from right-censored data of type-I or -II. It is useful for understanding the behavior of the parameter maximum likelihood estimates (MLE) of a 2-parameter Weibull distribution. The statistic is based on the logarithms of the failure data and can be interpreted as a measure of variation in the data. This statistic provides: (a) simple lower bounds on the parameter MLE, and (b) a quick approximation for parameter estimates that can serve as starting points for iterative MLE routines; it can be used to show that the MLE for the 2-parameter Weibull distribution are unique
Keywords :
Weibull distribution; failure analysis; maximum likelihood estimation; 2-parameter Weibull distribution; complete failure data; failure data logarithms; iterative MLE routines; maximum likelihood estimators; parameter estimates; parameter maximum likelihood estimates; right-censored data; Instruments; Iterative methods; Maximum likelihood estimation; Parameter estimation; Shape; State estimation; Statistical distributions; Testing; Weibull distribution;
Journal_Title :
Reliability, IEEE Transactions on