Bias correction for weighted maximum likelihood estimation of Weibull shape parameters

被引：0

作者：

Yang, Xiao-Yu ^{[1
,2
]}

Xie, Li-Yang ^{[1
,2
]}

Yang, Yi-Feng ^{[1
,2
]}

Zhao, Bing-Feng ^{[1
,2
]}

Li, Yuan ^{[3
]}

机构：

[1] School of Mechanical Engineering and Automation, Northeastern University, Shenyang,110819, China

[2] Key Laboratory of Vibration and Control of Aero-Propulsion Systems, Ministry of Education, Northeastern University, Shenyang,110819, China

[3] School of Aeronautics, Northwestern Polytechnical University, Xi'an,710072, China

来源：

Jilin Daxue Xuebao (Gongxueban)/Journal of Jilin University (Engineering and Technology Edition) | 2024年 / 54卷 / 10期

关键词：

Maximum likelihood estimation - Parameter estimation - Shape optimization - Weibull distribution;

D O I：

10.13229/j.cnki.jdxbgxb.20221589

中图分类号：

学科分类号：

摘要：

There is bias in estimating shape parameters (β > 1) using the weighted maximum likelihood method (WMLE) under small samples. Hence, we study the bias correction method for weighted maximum likelihood estimation of shape parameters in the small sample case(sample sizes of 3 to 15), and two bias correction functions about the sample size are proposed, which are easy to use. By Monte Carlo simulation, the accuracy and validity of the shape parameters estimated by this bias correction method are verified under different Weibull models and different small sample sizes. The example shows that the bias correction method is feasible. © 2024 Editorial Board of Jilin University. All rights reserved.

引用

页码：2764 / 2770

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