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Journal ArticleDOI

A Comparison of Maximum Likelihood and Bayesian Estimators for the Three-Parameter Weibull Distribution

Richard Smith, +1 more
- 01 Nov 1987 - 
- Vol. 36, Iss: 3, pp 358-369
TLDR
In this article, maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution, and the authors conclude that there are practical advantages to the Bayesian approach.
Abstract
Maximum likelihood and Bayesian estimators are developed and compared for the three‐parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach.

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Citations
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Journal ArticleDOI

The Topp-Leone Marshall-Olkin-G Family of Distributions With Applications

TL;DR: In this paper, a new generalized distribution is developed, namely, Topp-Leone Marshall-Olkin-G distribution, which is a linear combination of the exponentiated-G family of distributions.
Journal ArticleDOI

New extension of Burr type X distribution properties with application

TL;DR: In this article, the authors introduced a new distribution named Exponentiated Generalized Burr type X (EGBX) distribution with four parameters, which can be expressed as a mixture of BX distribution with different parameters, including quantile function, limit behavior, rth moment, moment-generating function, Renyi entropy, and order statistics.
Journal ArticleDOI

Validation of Xgamma Exponential Model via Nikulin-Rao-Robson Goodness-of- Fit-Test under Complete and Censored Sample with Different Methods of Estimation

TL;DR: In this paper , a new extension of the one parameter Xgamma distribution has been proposed and associated different statistical properties are derived by using different classical estimation methods and by using Bayesian estimation method.
Journal ArticleDOI

Addressing uncertainty in extreme rainfall intensity for semi-arid urban regions: case study of Delhi, India

TL;DR: In this article, the authors modelled extreme rainfall intensities at different durations and compared the classical Gumbel and generalized extreme value (GEV) distributions in semi-arid urban region.
Journal Article

Odd Generalized Exponential Power Function Distribution: Properties & Applications

TL;DR: In this paper, a new four-parameter distribution, called odd generalized exponential power function distribution (OGPDF), is proposed, which is based on the odd generalized generalized exponential generated family.
References
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Book

Statistics of extremes

E. J. Gumbel
Journal ArticleDOI

Statistics of Extremes.

B. F. Kimball, +1 more
- 01 Mar 1961 - 
Journal ArticleDOI

Maximum likelihood estimation in a class of nonregular cases

TL;DR: In this article, the authors consider maximum likelihood estimation of the parameters of a probability density which is zero for x 2, the information matrix is finite and the classical asymptotic properties continue to hold.
Journal ArticleDOI

Estimating Parameters in Continuous Univariate Distributions with a Shifted Origin

TL;DR: In this paper, a general method of estimating parameters in continuous univariate distributions is proposed, which is especially suited to cases where one of the parameters is an unknown shifted origin and is shown to give consistent estimators with asymptotic efficiency equal to ML estimators when these exist.
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