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Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations

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  • Zhenlin Yang
  • Dennis K. J. Lin

Abstract

The biasness problem of the maximum‐likelihood estimate (MLE) of the common shape parameter of several Weibull populations is examined in detail. A modified MLE (MMLE) approach is proposed. In the case of complete and Type II censored data, the bias of the MLE can be substantial. This is noticeable even when the sample size is large. Such a bias increases rapidly as the degree of censorship increases and as more populations are involved. The proposed MMLE, however, is nearly unbiased and much more efficient than the MLE, irrespective of the degree of censorship, the sample sizes, and the number of populations involved. Copyright © 2007 John Wiley & Sons, Ltd.

Suggested Citation

  • Zhenlin Yang & Dennis K. J. Lin, 2007. "Improved maximum‐likelihood estimation for the common shape parameter of several Weibull populations," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 23(5), pages 373-383, September.
  • Handle: RePEc:wly:apsmbi:v:23:y:2007:i:5:p:373-383
    DOI: 10.1002/asmb.678
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    Cited by:

    1. Starling, James K. & Mastrangelo, Christina & Choe, Youngjun, 2021. "Improving Weibull distribution estimation for generalized Type I censored data using modified SMOTE," Reliability Engineering and System Safety, Elsevier, vol. 211(C).
    2. Lemonte, Artur J. & Cordeiro, Gauss M., 2009. "Birnbaum-Saunders nonlinear regression models," Computational Statistics & Data Analysis, Elsevier, vol. 53(12), pages 4441-4452, October.
    3. Pushkal Kumar & Manas Ranjan Tripathy & Somesh Kumar, 2023. "Bayesian estimation and classification for two logistic populations with a common location," Computational Statistics, Springer, vol. 38(2), pages 711-748, June.

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