Maximum likelihood estimation of the Weibull distribution with reduced bias

Enes Makalic; Daniel F. Schmidt

doi:10.1007/s11222-023-10236-0

Maximum likelihood estimation of the Weibull distribution with reduced bias

Enes Makalic, Daniel F. Schmidt

Department of Data Science & AI

Research output: Contribution to journal › Article › Research › peer-review

9 Citations (Scopus)

Abstract

In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly less biased and more efficient than the corresponding maximum likelihood estimate, while being simple to compute using existing maximum likelihood software procedures.

Original language	English
Article number	69
Number of pages	9
Journal	Statistics and Computing
Volume	33
Issue number	3
DOIs	https://doi.org/10.1007/s11222-023-10236-0
Publication status	Published - 17 Apr 2023

Keywords

Bias
Estimation
Kullback–Leibler divergence
Survival analysis

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10.1007/s11222-023-10236-0

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title = "Maximum likelihood estimation of the Weibull distribution with reduced bias",

abstract = "In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly less biased and more efficient than the corresponding maximum likelihood estimate, while being simple to compute using existing maximum likelihood software procedures.",

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AB - In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly less biased and more efficient than the corresponding maximum likelihood estimate, while being simple to compute using existing maximum likelihood software procedures.

KW - Bias

KW - Estimation

KW - Kullback–Leibler divergence

KW - Survival analysis

UR - https://www.scopus.com/pages/publications/85153210051

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JO - Statistics and Computing

JF - Statistics and Computing

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Maximum likelihood estimation of the Weibull distribution with reduced bias

Abstract

Keywords

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