PERCENTILES OF PIVOTAL RATIOS FOR THE MLE OF THE PARAMETERS OF A WEIBULL REGRESSION-MODEL

被引:2
|
作者
BUGAIGHIS, MM
机构
[1] Moravian College, Bethlehem
关键词
WEIBULL DISTRIBUTION; EXTREME-VALUE DISTRIBUTION; MAXIMUM LIKELIHOOD ESTIMATOR; PIVOTAL RATIO;
D O I
10.1109/24.210277
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
The maximum likelihood procedure provides efficient estimators for regression parameters of the power-rule model associated with the 2-parameter Weibull distribution. This paper examines percentiles of three pivotal ratios related to the power-rule model for a 2-parameter Weibull distribution. The distributions of these pivotal ratios are closely related to appropriate t & chi2 distributions as table 1 shows. The regression equations in table 1 provide approximations to the percentiles of the pivotal ratios in terms of t & chi2 distributions. Such approximations are appropriate in several practical situations where some accuracy can be sacrificed for expediency and tractability.
引用
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页码:97 / 99
页数:3
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