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Details for article 5 of 9 found articles
| Title: |
On generalized least squares estimation of the weibull distribution |
| Author: |
Engeman, Richard M. Keefe, Thomas J. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 11 (1982) nr. 19 pages 2181-2193 |
| Year: |
1982 |
| Contents: |
A simple estimation procedure, based on the generalized least squares method, for the parameters of the Weibull distribution is described and investigated. Through a simulation study, this estimation technique is compared with maximum likelihood estimation, ordinary least squares estimation, and Menon's estimation procedure; this comparison is based on observed relative efficiencies (that is, the ratio of the Cramer-Rao lower bound to the observed mean squared error). Simulation results are presented for samples of size 25. Among the estimators considered in this simulation study, the generalized least squares estimator was found to be the "best" estimator for the shape parameter and a close competitor to the maximum likelihood estimator of the scale parameter. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 5 of 9 found articles
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