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Parameter estimation of the Weibull probability distribution

Author

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  • Qiao, Hongzhu
  • Tsokos, Chris P.

Abstract

Newton—Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge.

Suggested Citation

  • Qiao, Hongzhu & Tsokos, Chris P., 1994. "Parameter estimation of the Weibull probability distribution," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 37(1), pages 47-55.
    • Handle: RePEc:eee:matcom:v:37:y:1994:i:1:p:47-55
    DOI: 10.1016/0378-4754(94)90058-2
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    Cited by:

    1. Wang, Lichun & Wang, Xuan, 2009. "The life-span prediction of a system connected in series," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(5), pages 1770-1777.
    2. Riccardo Rebonato & Valerio Gaspari, 2006. "Analysis of drawdowns and drawups in the US$ interest-rate market," Quantitative Finance, Taylor & Francis Journals, vol. 6(4), pages 297-326.

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