The Fisher information matrix for a three-parameter exponentiated Weibull distribution under type II censoring

This paper considers the three-parameter exponentiated Weibull family under type II censoring. It first graphically illustrates the shape property of the hazard function. Then, it proposes a simple algorithm for computing the maximum likelihood estimator and derives the Fisher information matrix. The latter is represented through a single integral in terms of the hazard function; hence it solves the problem of computational difficulty in constructing inferences for the maximum likelihood estimator. Real data analysis is conducted to illustrate the effect of the censoring rate on the maximum likelihood estimation. (C) 2011 Elsevier B.V. All rights reserved.