A study of MLE for the modified Weibull distribution

被引：0
|
作者：
Jiang, H. [1 ]
Xie, M. [1 ]
Tang, L. C. [1 ]
机构：
[1] Natl Univ Singapore, Dept Ind & Syst Engn, Singapore 117548, Singapore
来源：
PROCEEDINGS OF THE FIRST INTERNATIONAL CONFERENCE ON MAINTENANCE ENGINEERING | 2006年
关键词：
modified Weibull distribution; failure rate; maximum likelihood; Hessian matrix; negative-definite; concave function;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
For complex systems, the lifetime usually exhibits "bathtub-shaped" failure rate. An appropriate model in many cases is the so-called modified Weibull distribution proposed by (Lai et al. 2003). Maximum likelihood estimation is usually applied to estimate the model parameters. However, if more than one local MLE of the model parameter exist, more complicated steps are needed to locate the global one. In this paper, the. MLE of this distribution is studied and especially the uniqueness of the MLEs of the modified Weibull parameters is investigated.
引用
收藏
页码：1031 / 1037
页数：7
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