Abstract
We consider the estimation of the parameters of the three-parameter Weibull distribution, with particular emphasis on the unknown endpoint of the distribution. We summarize recent results on the asymptotic behaviour of maximum likelihood estimators. We continue with an example in which maximum likelihood and Bayesian estimators arc compared. We conclude that there are practical advantages to the Bayesian approach, but the study also suggests ways in which the maximum likelihood analysis may be improved.
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Smith, R.L., Naylor, J.C. Statistics of the three-parameter weibull distribution. Ann Oper Res 9, 577–587 (1987). https://doi.org/10.1007/BF02054756
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DOI: https://doi.org/10.1007/BF02054756