Consistent Estimator of the Shape Parameter of Three-Dimensional Weibull Distribution

被引：6

作者：

Bartkute-Norkuniene, Vaida ^{[1
]}

Sakalauskas, Leonidas ^{[1
]}

机构：

[1] Vilnius Univ, Inst Math & Informat, LT-08663 Vilnius, Lithuania

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 16期

关键词：

Consistency; Order statistics; Unbiasedness; Weibull distribution; MAXIMUM-LIKELIHOOD-ESTIMATION;

D O I：

10.1080/03610926.2011.562785

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：

In this article, a new estimator for the shape parameter of the three-dimensional Weibull distribution is proposed using order statistics taken from a large scale data set. It is proved that this estimator has good properties, such as asymptotic unbiasedness and consistency. Computer modeling results corroborate practical applicability of the estimator proposed. Recommendations for implementating the estimator are discussed, as well. We investigate the properties of this estimator in large-scale data sets.

引用

页码：2985 / 2996

页数：12

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