On expectations associated with maximum likelihood estimation in the Weibull distribution

被引:0
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作者
A. J. Watkins
机构
[1] University of Wales,Statistics and OR Group, EBMS
[2] Swansea,undefined
关键词
Probability Density Function; Weibull Distribution; Maximum Likelihood Estimator; Fisher Information; Score Vector;
D O I
10.1007/BF03178919
中图分类号
学科分类号
摘要
This short paper outlines a framework for deriving the expectations associated with maximum likelihood estimation in the two parameter Weibull distribution; these expectations involve tenns appearing in the derivates of the Weibull probability density function. This framework allows known results to be presented in a unified manner. For standard likelihood considerations, interests centres on the frrst and second order derivatives; however, we also give the expectations of third derivatives, which appear in more advanced likelihood-based results.
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