Efficient Estimation of the Weibull Shape Parameter Based on a Modified Profile Likelihood
The maximum likelihood estimator of the Weibull shape parameter can be very biased. An estimator based on the modified profile likelihood is proposed and its properties are studied. It is shown that the new estimator is almost unbiased with relative bias being less than 1% in most of situations, and...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2003
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/130 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |
Be the first to leave a comment!