| Paper Abstract and Keywords |
| Presentation |
2006-12-15 14:55
Parameter estimation for lifetime distributions free from location information
Hideki Nagatsuka (Tokyo Metropolitan Univ.) |
| Abstract |
(in Japanese) |
(See Japanese page) |
| (in English) |
Weibull distribution and gamma distribution, having location (threshold), scale and shape parameters, are used as models for distributions of lifetimes. It has been said that inferences for the three-parameter Weibull and gamma distributions are difficult because of nonregularity in maximum likelihood estimation although numerous papers have appeared over the years. On the other hand, the methodologies for inference for the two-parameter Weibull and gamma distributions have been established over the years. It is usual to avoid fitting the three-parameter Weibull and gamma distributions and to fit the two-parameter Weibull and gamma distributions to data in practice. In this article, I derive likelihood functions of the shape parameters of the Weibull and gamma distributions given observed values of location and scale parameters free statistics called as "W-transformation statistics". I propose new estimators based on those likelihood functions. Simulation studies show that the proposed estimators perform very well. |
| Keyword |
(in Japanese) |
(See Japanese page) |
| (in English) |
Weibull distribution / Gamma distribution / W-transformation / Maximum Likelihood Estimation / / / / |
| Reference Info. |
IEICE Tech. Rep., vol. 106, no. 430, R2006-43, pp. 25-30, Dec. 2006. |
| Paper # |
R2006-43 |
| Date of Issue |
2006-12-08 (R, SSS) |
| ISSN |
Print edition: ISSN 0913-5685 |
| Download PDF |
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| Conference Information |
| Committee |
R SSS |
| Conference Date |
2006-12-15 - 2006-12-15 |
| Place (in Japanese) |
(See Japanese page) |
| Place (in English) |
Kikai-Shinko-Kaikan Bldg. |
| Topics (in Japanese) |
(See Japanese page) |
| Topics (in English) |
International standards on reliability, safety, reliability, etc. |
| Paper Information |
| Registration To |
R |
| Conference Code |
2006-12-R-SSS |
| Language |
Japanese |
| Title (in Japanese) |
(See Japanese page) |
| Sub Title (in Japanese) |
(See Japanese page) |
| Title (in English) |
Parameter estimation for lifetime distributions free from location information |
| Sub Title (in English) |
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| Keyword(1) |
Weibull distribution |
| Keyword(2) |
Gamma distribution |
| Keyword(3) |
W-transformation |
| Keyword(4) |
Maximum Likelihood Estimation |
| Keyword(5) |
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| Keyword(6) |
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| 1st Author's Name |
Hideki Nagatsuka |
| 1st Author's Affiliation |
Tokyo Metropolitan University (Tokyo Metropolitan Univ.) |
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| Speaker |
Author-1 |
| Date Time |
2006-12-15 14:55:00 |
| Presentation Time |
25 minutes |
| Registration for |
R |
| Paper # |
R2006-43, SSS2006-24 |
| Volume (vol) |
vol.106 |
| Number (no) |
no.430(R), no.431(SSS) |
| Page |
pp.25-30 |
| #Pages |
6 |
| Date of Issue |
2006-12-08 (R, SSS) |
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