Percentile estimators for the three-parameter Weibull distribution for use when all parameters are unknown

被引：5
|
作者：
Schmid, U [1 ]
机构：
[1] UNIV DUSSELDORF,PSYCHOL INST 4,D-40225 DUSSELDORF,GERMANY
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1997年 / 26卷 / 03期
关键词：
order statistics; delta method; asymptotic normality;
D O I：
10.1080/03610929708831948
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A new percentile estimator for the scale parameter of the 3-parameter Weibull distribution is proposed. This estimator is derived from a class of percentile estimators introduced by Krauth (1992). One of Krauth's percentile estimators for the Weibull shape parameter is shown to be identical to an estimator for the shape parameter due to Zanakis (1979). Dubey (1967b) gave a percentile estimator for the location parameter. We study joint asymptotic properties of Dubey's estimator, Zanakis' estimator and the new estimator for the scale parameter. These (percentile) estimators are compared to efficient estimators far the parameters of the Weibull distribution. Finally, we give numerical results on the asymptotic relative efficiencies of the percentile estimators.
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页码：765 / 785
页数：21
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