Akram, M. & Hayat, A. (2014). Comparison of estimators of the weibull distribution. Journal of Statistical Theory and Practice,8(2), S. Gupta. 238-259. United States: Taylor & Francis Inc.. Retrieved from https://doi.org/10.1080/15598608.2014.847771
We compare the small sample performance (in terms of bias and root mean squared error) of the L-moment estimator of a three-parameter Weibull distribution with maximum likelihood estimation (MLE), moment estimation (MoE), least-square estimation (LSE), the modified MLE (MMLE), the modified MoE (MMoE), and the maximum product of spacing (MPS). Overall, the LM method has a tendency to perform well as it is almost always close to the best method of estimation. The ML performance is remarkable even at a small sample size of when the shape parameter lies in the [1.5, 4] range. The MPS estimator dominates others when . For large , MMLE outweighs others in samples of size , whereas LM is preferred in samples of size .
Mary MacKillop Institute for Health Research
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