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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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Confidence Intervals for Flood Return Level Estimates using a Bootstrap Approach

TL;DR: In this paper, a case study of a 100-year return level estimate from a run-off series in southern Germany was calculated and compared to the result obtained using the asymptotic distribution of the Maximum-Likelihood estimator (MLE) for the generalized extreme value distribution (GEV).
Journal ArticleDOI

Numerical analysis of the strength of polycrystalline diamond as a function of microstructure

TL;DR: In this article, a cell-centred arbitrary crack propagation model is adopted to explore the strength and failure distribution of polycrystalline diamond (PCD) as a function of the underlying microstructure.
Journal ArticleDOI

The Gompertz extended generalized exponential distribution: properties and applications

TL;DR: In this paper, a new class of distribution in the exponential family of distributions called the Gompertz extended generalized exponential distribution (G-EGE) for life time processes is proposed.
Journal ArticleDOI

Power binomial exponential distribution: Modeling, simulation and application

TL;DR: Two real data applications regarding the strength data and Proschan's air-conditioner data are used to show that the new distribution is better than the BE2 distribution and some other well-known distributions in modeling lifetime data.
Journal ArticleDOI

A new generalization of generalized half-normal distribution: properties and regression models

TL;DR: In this paper, a new extension of the generalized half-normal distribution is introduced and studied, and the performance of the maximum likelihood estimators of the parameters of the new distribution via simulation study is assessed.
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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