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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

Odd Lindley-Rayleigh Distribution: Its Properties and Applications to Simulated and Real Life Datasets

TL;DR: This performance has shown that the even Lindley-G family of distribution is an adequate generator of probability models and that the odd Linley-Rayleigh distribution is a very flexible distribution for fitting different kinds of datasets better than the other generalizations of the Rayleigh distribution considered in this study.
Journal ArticleDOI

Comparison of Five Tests of Fit for the Extreme Value Distribution

TL;DR: In this article, the Extreme Value distribution based on the sample skewness and kurtosis coefficients is compared to components of smooth tests of goodness of fit and are compared with tests due to Anderson-Darling, Shapiro-Brain and Liao-Shimokawa.
Journal ArticleDOI

Likelihood and Bayesian Estimation Methods for Poisson Process Models in Software Reliability

TL;DR: In this paper, the contents and function of a computer package to fit reliability models for computer software are outlined and an example of the application to a particular set of failure times is given.
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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