Notes on maximum likelihood estimation for the three-parameter Burr XII distribution

被引：54

作者：

Shao, QX ^{[1
]}

机构：

[1] CSIRO, Math & Informat Sci, Wembley, WA 6913, Australia

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2004年 / 45卷 / 03期

关键词：

Burr XII distribution; limiting distribution; maximum likelihood estimation; Pareto distribution; Weibull distribution;

D O I：

10.1016/S0167-9473(02)00367-5

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Finite maximum likelihood estimates for the three-parameter Burr XII distribution do not always exist, because the distribution tends towards non-degenerated limiting forms as parameters tend to the boundary. In this paper, we give a complete investigation on the behaviours of the maximum likelihood estimates based on uncensored and right-censored data. An estimation algorithm covering all cases is outlined. Real examples are used to illustrate all the different cases. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：675 / 687

页数：13

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