IJPAM: Volume 17, No. 2 (2004)

ON PRECISION IN MAXIMUM LIKELIHOOD
ESTIMATES FOR THE WEIBULL DISTRIBUTION

A.J. Watkins
European Business Management School - EBMS
University of Wales Swansea
Haldane Building, Singleton Park, Swansea, SA2 8PP, U.K.
e-mail: a.watkins@swansea.ac.uk


Abstract.This note continues discussion on the assessment of precision in maximum likelihood estimates for the two parameter Weibull distribution. We consider methods based on the asymptotic normality of estimates, and an alternative derived directly from the likelihood.

Received: September 14, 2004

AMS Subject Classification: 62F12, 62F25, 62N02

Key Words and Phrases: fisher information, maximum likelihood estimation, Type I censoring, Weibull distribution

Source: International Journal of Pure and Applied Mathematics
ISSN: 1311-8080
Year: 2004
Volume: 17
Issue: 2