A modified MPS method for fitting the 3-parameter Weibull distribution

Author

Renyan Jiang

Author_Institution

Fac. of Automotive & Mech. Eng., Changsha Univ. of Sci. & Technol., Changsha, China

fYear

2013

fDate

15-18 July 2013

Firstpage

983

Lastpage

985

Abstract

The maximum likelihood estimators for the parameters in a 3-parameter Weibull distribution sometimes do not exist. A variety of alternative approaches have been developed in the literature to solve this problem, and the maximum product of spacing (MPS) method is a good alternative. This paper shows that the MPS method can underestimate the shape parameter and the estimators of the location and scale parameters may be biased. A modified MPS method is proposed to avoid these problems. The appropriateness of the proposed approach is illustrated using two examples.

Keywords

Weibull distribution; maximum likelihood estimation; 3-parameter Weibull distribution; location estimation; maximum likelihood estimators; maximum product of spacing method; modified MPS method; scale parameter estimation; shape parameter; Fitting; Mathematical model; Maximum likelihood estimation; Parameter estimation; Shape; Weibull distribution; MPS method; maximum likelihood method; modified MPS method; parameter estimation; three-parameter Weibull distribution;

fLanguage

English

Publisher

ieee

Conference_Titel

Quality, Reliability, Risk, Maintenance, and Safety Engineering (QR2MSE), 2013 International Conference on

Conference_Location

Chengdu

Print_ISBN

978-1-4799-1014-4

Type

conf

DOI

10.1109/QR2MSE.2013.6625731

Filename

6625731