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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PDF Download Page | PDF download Page Link |
Abstract(in Japanese) | (See Japanese page) |
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. |
Keyword(in Japanese) | (See Japanese page) |
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 |
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Conference Date | 2008/6/13(1days) |
Place (in Japanese) | (See Japanese page) |
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Topics (in Japanese) | (See Japanese page) |
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Paper Information | |
Registration To | Reliability(R) |
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Language | JPN |
Title (in Japanese) | (See Japanese page) |
Sub Title (in Japanese) | (See Japanese page) |
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 |
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