A Comparison of Maximum Likelihood and Median Rank Regression for Weibull Estimation

Date
2010-06-01
Authors
Genschel, Ulrike
Meeker, William
Meeker, William
Major Professor
Advisor
Committee Member
Journal Title
Journal ISSN
Volume Title
Publisher
Altmetrics
Authors
Research Projects
Organizational Units
Statistics
Organizational Unit
Journal Issue
Series
Department
Statistics
Abstract

The Weibull distribution is frequently used in reliability applications. Many different methods of estimating the parameters and important functions of the parameters (e.g. quantiles and failure probabilities) have been suggested. Maximum likelihood and median rank regression methods are most commonly used today. Largely because of conflicting results from different studies that have been conducted to investigate the properties of these estimators, there are sharp differences of opinion on which method should be used. The purpose of this paper is to report on the results of our simulation study, to provide insight into the differences between the competing methods, and to resolve the differences among the previous studies

Comments

This preprint was published as Ulrike Genschel and William Meeker, "A Comparison of Maximum Likelihood and Median-Rank Regression for Weibull Estimation", Quality Engineering (2010): 235-255, doi: 10.1080/08982112.2010.503447

Description
Keywords
Citation
DOI
Collections