DocumentCode
1128849
Title
Formulas to describe the bias and standard deviation of the ML-estimated Weibull shape parameter
Author
Ross, R.
Author_Institution
KEMA, Arnhem, Netherlands
Volume
1
Issue
2
fYear
1994
fDate
4/1/1994 12:00:00 AM
Firstpage
247
Lastpage
253
Abstract
The purpose of this paper is to present two formulas which can be used with the maximum likelihood method to estimate the Weibull shape parameter from uncensored data. The first formula unbiases the shape parameters for sample sizes of 3 and up. If this formula is added to the standard ML method, the bias is reduced to typically <0.3% (or even <0.05% depending on which set of test data is chosen) of the shape parameter value. The second formula gives the relative standard deviation of the shape parameter estimator with an error of typically <1%. Both formulas are derived from an assumed relationship between the sample size and the asymptotic behavior of a parameter under consideration. In addition, an unbiasing formula is given for the generalized ML method
Keywords
Monte Carlo methods; electric breakdown of solids; insulation testing; maximum likelihood estimation; Monte Carlo simulation; Weibull shape parameter; asymptotic difference function; asymptotic parameter behavior; bias reduction; electrical breakdown test data; maximum likelihood method; shape parameter estimator; standard deviation; unbiasing formula; uncensored data; Data mining; Electric breakdown; Marine vehicles; Maximum likelihood estimation; Monte Carlo methods; Parameter estimation; Scattering parameters; Shape; Testing; Weibull distribution;
fLanguage
English
Journal_Title
Dielectrics and Electrical Insulation, IEEE Transactions on
Publisher
ieee
ISSN
1070-9878
Type
jour
DOI
10.1109/94.300257
Filename
300257
Link To Document