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Marginalized Maximum Likelihood for Parameters Estimation of the Three Parameter Weibull Distribution

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  • Ouindllassida Jean-Etienne Ou´edraogo
  • Edoh Katchekpele
  • Simplice Dossou-Gb´et´e

Abstract

The aims of this paper is to propose a new approach for fitting a three-parameter weibull distribution to data from an independent and identically distributed scheme of sampling. This approach use a likelihood function based on the n - 1 largest order statistics. Information loss by dropping the first order statistic is then retrieved via an MM-algorithm which will be used to estimate the model’s parameters. To examine the properties of the proposed estimators, the associated bias and mean squared error were calculated through Monte Carlo simulations. Subsequently, the performance of these estimators were compared with those of two concurrent methods.

Suggested Citation

  • Ouindllassida Jean-Etienne Ou´edraogo & Edoh Katchekpele & Simplice Dossou-Gb´et´e, 2021. "Marginalized Maximum Likelihood for Parameters Estimation of the Three Parameter Weibull Distribution," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 10(4), pages 1-62, July.
    • Handle: RePEc:ibn:ijspjl:v:10:y:2021:i:4:p:62
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    References listed on IDEAS

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    2. Peter Hall & Julian Z. Wang, 2005. "Bayesian likelihood methods for estimating the end point of a distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(5), pages 717-729, November.
    3. David A. Griffiths, 1980. "Interval Estimation for the Three‐Parameter Lognormal Distribution Via the Likelihood Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(1), pages 58-68, March.
    4. Nagatsuka, Hideki & Kamakura, Toshinari & Balakrishnan, N., 2013. "A consistent method of estimation for the three-parameter Weibull distribution," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 210-226.
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    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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