Presentation | 2006-12-15 Parameter estimation for lifetime models free from location information Hideki NAGATSUKA, |
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Abstract(in Japanese) | (See Japanese page) |
Abstract(in English) | Weibull distribution and gamma distribution, having location (threshold), scale and shape parameters, are used as models for distributions of lifetimes. It has been said that inferences for the three-parameter Weibull and gamma distributions are difficult because of nonregularity in maximum likelihood estimation although numerous papers have appeared over the years. On the other hand, the methodologies for inference for the two-parameter Weibull and gamma distributions have been established over the years. It is usual to avoid fitting the three-parameter Weibull and gamma distributions and to fit the two-parameter Weibull and gamma distributions to data in practice. In this article, I derive likelihood functions of the shape parameters of the Weibull and gamma distributions given observed values of location and scale parameters free statistics called as "W-transformation statistics". I propose new estimators based on those likelihood functions. Simulation studies show that the proposed estimators perform very well. |
Keyword(in Japanese) | (See Japanese page) |
Keyword(in English) | Weibull distribution / Gamma distribution / W-transformation / Maximum likelihood estimation |
Paper # | R2006-43,SSS2006-24 |
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Committee | SSS |
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Conference Date | 2006/12/8(1days) |
Place (in Japanese) | (See Japanese page) |
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Registration To | Safety (SSS) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
Title (in English) | Parameter estimation for lifetime models free from location information |
Sub Title (in English) | |
Keyword(1) | Weibull distribution |
Keyword(2) | Gamma distribution |
Keyword(3) | W-transformation |
Keyword(4) | Maximum likelihood estimation |
1st Author's Name | Hideki NAGATSUKA |
1st Author's Affiliation | Tokyo Metropoltan University Faculty of System Desgin() |
Date | 2006-12-15 |
Paper # | R2006-43,SSS2006-24 |
Volume (vol) | vol.106 |
Number (no) | 431 |
Page | pp.pp.- |
#Pages | 4 |
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