Efficient estimation of the Weibull shape parameter based on a modified profile likelihood
Efficient estimation of the Weibull shape parameter based on a modified profile likelihood
复制标题
DOI：
10.1080/00949650215729
复制
发表时间：
2003-02-01
影响因子：
1.2
通讯作者：
Xie, M
中科院分区：
文献类型：
--
作者：
Yang, ZL;Xie, M
The maximum likelihood estimator of the Weibull shape parameter can be very biased. An estimator based on the modified profile likelihood is proposed and its properties are studied. It is shown that the new estimator is almost unbiased with relative bias being less than 1% in most of situations, and it is much more efficient than the regular MLE. The smaller the sample or the heavier of the censoring, the more efficient is the new estimator relative to the regular MLE.
