Estimates of the PDF and the CDF of the exponentiated Weibull distribution

被引：11

作者：

Alizadeh, M. ^{[1
]}

Bagheri, S. F. ^{[2
]}

Jamkhaneh, E. Baloui ^{[3
]}

Nadarajah, S. ^{[4
]}

机构：

[1] Shahid Bahonar Univ Kerman, Dept Stat, Kerman, Iran

[2] Shahid Beheshti Univ Tehran, Dept Stat, Tehran, Iran

[3] Islamic Azad Univ, Dept Stat, Qaemshahr, Iran

[4] Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England

来源：

BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2015年 / 29卷 / 03期

关键词：

Exponentiated Weibull distribution; least squares estimator; maximum likelihood estimator; model selection criteria; percentile estimator; uniformly minimum variance unbiased estimator; weighted least squares estimator; BAYESIAN-ESTIMATION; MODEL; FAMILY; PARAMETERS;

D O I：

10.1214/14-BJPS240

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：

Exponentiated Weibull distribution, introduced as an extension of the Weibull distribution, is characterized by bathtub shaped, unimodal failure rates besides a broader class of monotone failure rates. In this paper, we derive maximum likelihood estimators (MLEs), uniformly minimum variance unbiased estimators and three other estimators of the probability density function and the cumulative distribution function of the exponentiated Weibull distribution and compare their performances through numerical simulations. Simulation studies show that the MLE is more efficient than the others. Analysis of a real data set is presented for illustrative purposes.

引用

页码：695 / 716

页数：22

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