Presentation 2008-06-20
ワイブル分布の母数推定に関する一考察(システムの信頼性,信頼性一般)
Hideki NAGATSUKA, Toshinari KAMAKURA,
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Abstract(in English) Two methods for parameter estimation of the three-parameter Weibull distribution are proposed. In the both methods, the estimate of the shape parameter can be optained by minimizing a function of only one parameter and the estimates of the location and scale parameters can be obtained by two closed-formed formulas. A simulation study shows that the proposed estimators are generally better than the modified moment estimators and the modified maximum likelihood estimators with respect to bias and RMSE.
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Keyword(in English) Three-parameter Weibull distribution / Maximum likelihood estimation / Modified maximum likelihood estimation / Modified moment estimation / W-transformation
Paper # R2008-16
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Committee R
Conference Date 2008/6/13(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
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Title (in English)
Sub Title (in English)
Keyword(1) Three-parameter Weibull distribution
Keyword(2) Maximum likelihood estimation
Keyword(3) Modified maximum likelihood estimation
Keyword(4) Modified moment estimation
Keyword(5) W-transformation
1st Author's Name Hideki NAGATSUKA
1st Author's Affiliation Faculty of System Design, Tokyo Metropolitan University()
2nd Author's Name Toshinari KAMAKURA
2nd Author's Affiliation Department of Science and Engineering, Chuo University
Date 2008-06-20
Paper # R2008-16
Volume (vol) vol.108
Number (no) 95
Page pp.pp.-
#Pages 6
Date of Issue