Presentation 2006-12-15
Parameter estimation for lifetime models free from location information
Hideki NAGATSUKA,
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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.
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Keyword(in English) Weibull distribution / Gamma distribution / W-transformation / Maximum likelihood estimation
Paper # R2006-43,SSS2006-24
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Committee SSS
Conference Date 2006/12/8(1days)
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Language JPN
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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
Date of Issue