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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

Modeling engineering data using extended power-Lindley distribution: Properties and estimation methods

TL;DR: The data show that the WMOPL model performs better than some well-known extensions of the power-Lindley and Lindley distributions and provides a guideline for engineers and practitioners to choose the best estimation method.
Dissertation

Regression tests of fit and some comparisons

TL;DR: In this paper, a unified approach to the theory for goodness-of-fit based on the use of polynomial regression models from probability plots is presented and asymptotic results are given, valid for any sufficiently regular distribution in the location-scale family.
Journal ArticleDOI

An extension of Rayleigh distribution and applications

TL;DR: In this paper, the authors derived a new distribution named as Rayleigh-Rayleigh distribution (RRD) motivated by the transformed transformer technique by Alzaatreh, Lee, and Famoye.
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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