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Convergence of Probability Measures
Authors:James L Snell
Affiliation:Dartmouth College
Abstract:In this paper we consider the method of Johns and Lieberman (1966) for estimating the shape and the log of the scale parameters of the two parameter Weibull distribution. The estimates are linear, asymptotically jointly normal and efficient. The main thrust of the paper is that unlike most linear estimating procedures of the Weibull parameters, that require different sets (tables) of weights for the observations for each size and often for each different number of observations from the sample that are available, the present technique requires only the knowledge of the proportion of observations from the sample available for the estimates. Given this proportion and four numbers obtained from a table look-up, the weights of the observations are then expressible in simple closed forms. Further we include a simple scheme to update the estimates when more observations become available. Finally, small sample computations of mean squared errors indicate that these estimates compare very Pdvorably even here with other well known linear estimating procedures.
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