The goal of the statistical survey is to study a procedure for the calculation of the two parameters of the Weibull distribution, which is both accurate and robust. This proposed method is based on a “non-parametric” methodology that employs an extension of jackknife procedure applied to Jacquelin method. The robustness and accuracy of the proposed methodology are compared with the other techniques used in the literature such as Theil and Jacquelin procedure, LSR as well as MLE. It is also shown that this method provides accurate estimates, particularly for samples of data presenting outliers.

Analysis of the difference between some estimators of the two-parameter Weibull distribution

MAZZANTI, GIOVANNI;MONTANARI, GIAN CARLO
2005

Abstract

The goal of the statistical survey is to study a procedure for the calculation of the two parameters of the Weibull distribution, which is both accurate and robust. This proposed method is based on a “non-parametric” methodology that employs an extension of jackknife procedure applied to Jacquelin method. The robustness and accuracy of the proposed methodology are compared with the other techniques used in the literature such as Theil and Jacquelin procedure, LSR as well as MLE. It is also shown that this method provides accurate estimates, particularly for samples of data presenting outliers.
M. Cacciari; G. Mazzanti; G.C. Montanari
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/59423
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