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Parameter estimation of the Weibull probability distribution

Hongzhu Qiao and Chris P. Tsokos

Mathematics and Computers in Simulation (MATCOM), 1994, vol. 37, issue 1, 47-55

Abstract: Newton—Raphson's method plays a fundamental role in the maximum likelihood estimation of the two parameters of the Weibull probability distribution. It is well known that the method depends on the initial point of the iterative process and the iteration does not always converge.

Keywords: Two parameter Weibull distribution; Three parameter Weibull distribution; Newton—Raphson method; Simple Iterative Procedure (SIP); Maximum likelihood estimation (MLE) (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:37:y:1994:i:1:p:47-55

DOI: 10.1016/0378-4754(94)90058-2

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