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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  Online edition: ISSN 2432-6380
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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)  
Keyword(1) Weibull distribution  
Keyword(2) Gamma distribution  
Keyword(3) W-transformation  
Keyword(4) Maximum Likelihood Estimation  
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 
Date of Issue 2006-12-08 (R, SSS) 

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