The paper considers the estimation of the parameters of the 2-parameter Weibull distribution from tests in which data has been progressively censored in different ways (50% censoring and two 30% censoring schemes). Four techniques are compared using Monte-Carlo simulations: maximum likelihood, least squares using the Bernard and Weibull rank estimators, and the White technique. The latter three have been specially adapted for use with censored data. It is found using several criteria that the White technique never performs badly and usually performs best. The maximum likelihood technique is reasonable under most conditions for estimating the scale but not the shape parameter. The least squares techniques generally introduce severe errors. It is recommended that the White technique is adopted widely. © 1998 IEEE.
Optimum estimators for the Weibull distribution from censored test data: Progressively-censored tests / Montanari G.C.; Mazzanti G.; Cacciari M.; Fothergill J.C.. - In: IEEE TRANSACTIONS ON DIELECTRICS AND ELECTRICAL INSULATION. - ISSN 1070-9878. - STAMPA. - 5:2(1998), pp. 157-164. [10.1109/94.671923]
Optimum estimators for the Weibull distribution from censored test data: Progressively-censored tests
Montanari G. C.;Mazzanti G.;
1998
Abstract
The paper considers the estimation of the parameters of the 2-parameter Weibull distribution from tests in which data has been progressively censored in different ways (50% censoring and two 30% censoring schemes). Four techniques are compared using Monte-Carlo simulations: maximum likelihood, least squares using the Bernard and Weibull rank estimators, and the White technique. The latter three have been specially adapted for use with censored data. It is found using several criteria that the White technique never performs badly and usually performs best. The maximum likelihood technique is reasonable under most conditions for estimating the scale but not the shape parameter. The least squares techniques generally introduce severe errors. It is recommended that the White technique is adopted widely. © 1998 IEEE.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
