Title :
Direct Optimisation for Calculating Maximum Likelihood Estimates of Parameters of the Weibull Distribution
Author :
Bunday, Brian D. ; Al-Mutwali, Imad
Author_Institution :
B.Sc., Ph.D., F.I.M.A., F.S.S.; School of Mathematical Sciences; University of Bradford; Richmond Road, Bradford; West Yorkshire BD7 1DP ENGLAND.
Abstract :
Computer software has been prepared to compute maximum likelihood estimates (MLE) for the parameters of a 2-parameter Weibull distribution using failure and survival time data. The procedure is the direct optimisation of the log-likelihood function by a method that evaluates the variance-covariance matrix of the estimates without a separate calculation of second derivatives.
Keywords :
Distributed computing; Indium tin oxide; Maximum likelihood estimation; Noise measurement; Optimization methods; Parameter estimation; Reliability theory; Shape; Statistics; Weibull distribution; Maximum likelihood estimation; Variance-covariance matrix; Weibull distribution;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1981.5221119
