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Bias-correction for Weibull common shape estimation.

Authors :
Shen, Yan
Yang, Zhenlin
Source :
Journal of Statistical Computation & Simulation; Oct2015, Vol. 85 Issue 15, p3017-3046, 30p
Publication Year :
2015

Abstract

A general method for correcting the bias of the maximum likelihood estimator (MLE) of the common shape parameter of Weibull populations, allowing a general right censorship, is proposed in this paper. Extensive simulation results show that the new method is very effective in correcting the bias of the MLE, regardless of censoring mechanism, sample size, censoring proportion and number of populations involved. The method can be extended to more complicated Weibull models. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
00949655
Volume :
85
Issue :
15
Database :
Complementary Index
Journal :
Journal of Statistical Computation & Simulation
Publication Type :
Academic Journal
Accession number :
108329146
Full Text :
https://doi.org/10.1080/00949655.2014.949714