A data driven parameter estimation for the three-parameter Weibull population from censored samples (Q938555): Difference between revisions
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Latest revision as of 02:02, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A data driven parameter estimation for the three-parameter Weibull population from censored samples |
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A data driven parameter estimation for the three-parameter Weibull population from censored samples (English)
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26 August 2008
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Summary: A method is described for the calculation of the three-parameter Weibull distribution function from censored samples. The method introduces a data driven technique based on an adapted Gaussian like kernel to match the censoring scheme. The method minimizes the Cramér von Mises distance from a nonparametric density estimate and the parametric estimate at the order statistics. The maximum likelihood estimators are found and a comparison is made with the new estimator. A Monte Carlo experiment of size 1000 is conducted to test the performance of the new parameter estimation technique. The mean integrated square error is taken as a measure of the closeness of the estimated density and the true density.
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nonparametric density
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Weibull censored samples
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Gaussian kernel
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type II censoring
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hybrid methods
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Cramér von Mises statistic
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minimum distance estimation
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