A Comparison of Maximum Likelihood and Bayesian Estimators for the Three- Parameter Weibull Distribution
Maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including repara...
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Veröffentlicht in: | Applied Statistics 1987-01, Vol.36 (3), p.358-369 |
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description | Maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach. |
doi_str_mv | 10.2307/2347795 |
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C.</creator><creatorcontrib>Smith, Richard L. ; Naylor, J. C.</creatorcontrib><description>Maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach.</description><identifier>ISSN: 0035-9254</identifier><identifier>EISSN: 1467-9876</identifier><identifier>DOI: 10.2307/2347795</identifier><identifier>CODEN: APSTAG</identifier><language>eng</language><publisher>Oxford: Royal Statistical Society</publisher><subject>Analytical estimating ; Applied sciences ; Bayesian inference ; Data sampling ; Estimators ; Exact sciences and technology ; Generalised Extreme Value distribution ; Goodness of fit ; Inference ; Maximum likelihood ; Maximum likelihood estimation ; Maximum likelihood estimators ; Nose distribution ; Operational research and scientific management ; Operational research. Management science ; Reliability theory. Replacement problems ; Sampling distributions ; Standard deviation ; Standard error ; Three‐parameter Weibull distribution ; Weakest link model</subject><ispartof>Applied Statistics, 1987-01, Vol.36 (3), p.358-369</ispartof><rights>Copyright Royal Statistical Society</rights><rights>1987 Royal Statistical Society</rights><rights>1988 INIST-CNRS</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c3297-1c4274fad7b10e0746b3638fcc5cf8ffe9d3492906c68fe043f31bfd5f7aeacb3</citedby></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://www.jstor.org/stable/pdf/2347795$$EPDF$$P50$$Gjstor$$H</linktopdf><linktohtml>$$Uhttps://www.jstor.org/stable/2347795$$EHTML$$P50$$Gjstor$$H</linktohtml><link.rule.ids>314,780,784,803,832,4024,27869,27923,27924,27925,58017,58021,58250,58254</link.rule.ids><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=7488304$$DView record in Pascal Francis$$Hfree_for_read</backlink></links><search><creatorcontrib>Smith, Richard L.</creatorcontrib><creatorcontrib>Naylor, J. C.</creatorcontrib><title>A Comparison of Maximum Likelihood and Bayesian Estimators for the Three- Parameter Weibull Distribution</title><title>Applied Statistics</title><description>Maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach.</description><subject>Analytical estimating</subject><subject>Applied sciences</subject><subject>Bayesian inference</subject><subject>Data sampling</subject><subject>Estimators</subject><subject>Exact sciences and technology</subject><subject>Generalised Extreme Value distribution</subject><subject>Goodness of fit</subject><subject>Inference</subject><subject>Maximum likelihood</subject><subject>Maximum likelihood estimation</subject><subject>Maximum likelihood estimators</subject><subject>Nose distribution</subject><subject>Operational research and scientific management</subject><subject>Operational research. Management science</subject><subject>Reliability theory. Replacement problems</subject><subject>Sampling distributions</subject><subject>Standard deviation</subject><subject>Standard error</subject><subject>Three‐parameter Weibull distribution</subject><subject>Weakest link model</subject><issn>0035-9254</issn><issn>1467-9876</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>1987</creationdate><recordtype>article</recordtype><sourceid>K30</sourceid><recordid>eNp1kF1LwzAUhoMoOKf4FwIKXnXmq01zOev8gIniJl6WNE1oZtvMpEX3761s6NXOzTkXD8855wXgHKMJoYhfE8o4F_EBGGGW8EikPDkEI4RoHAkSs2NwEsIKDYURG4FqCjPXrKW3wbXQGfgkv23TN3BuP3RtK-dKKNsS3siNDla2cBY628jO-QCN87CrNFxWXusIvkgvG91pD9-1Lfq6hrc2dH4YO-vaU3BkZB302a6PwdvdbJk9RPPn-8dsOo8UJYJHWDHCmZElLzDSiLOkoAlNjVKxMqkxWpSUCSJQopLUaMSoobgwZWy41FIVdAwutt61d5-9Dl2-cr1vh5U5JkIkPKYpHqirLaW8C8Frk6_98Jbf5BjlvzHmuxgH8nLnk0HJ2njZKhv-cM7SlA5XjMFki33ZWm_22fLXxSJDBBH-712FIcy9638AyeGKuQ</recordid><startdate>19870101</startdate><enddate>19870101</enddate><creator>Smith, Richard L.</creator><creator>Naylor, J. 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C.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c3297-1c4274fad7b10e0746b3638fcc5cf8ffe9d3492906c68fe043f31bfd5f7aeacb3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>1987</creationdate><topic>Analytical estimating</topic><topic>Applied sciences</topic><topic>Bayesian inference</topic><topic>Data sampling</topic><topic>Estimators</topic><topic>Exact sciences and technology</topic><topic>Generalised Extreme Value distribution</topic><topic>Goodness of fit</topic><topic>Inference</topic><topic>Maximum likelihood</topic><topic>Maximum likelihood estimation</topic><topic>Maximum likelihood estimators</topic><topic>Nose distribution</topic><topic>Operational research and scientific management</topic><topic>Operational research. Management science</topic><topic>Reliability theory. Replacement problems</topic><topic>Sampling distributions</topic><topic>Standard deviation</topic><topic>Standard error</topic><topic>Three‐parameter Weibull distribution</topic><topic>Weakest link model</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Smith, Richard L.</creatorcontrib><creatorcontrib>Naylor, J. 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C.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>A Comparison of Maximum Likelihood and Bayesian Estimators for the Three- Parameter Weibull Distribution</atitle><jtitle>Applied Statistics</jtitle><date>1987-01-01</date><risdate>1987</risdate><volume>36</volume><issue>3</issue><spage>358</spage><epage>369</epage><pages>358-369</pages><issn>0035-9254</issn><eissn>1467-9876</eissn><coden>APSTAG</coden><abstract>Maximum likelihood and Bayesian estimators are developed and compared for the three-parameter Weibull distribution. For the data analysed in the paper, the two sets of estimators are found to be very different. The reasons for this are explored, and ways of reducing the discrepancy, including reparametrization, are investigated. Our overall conclusion is that there are practical advantages to the Bayesian approach.</abstract><cop>Oxford</cop><pub>Royal Statistical Society</pub><doi>10.2307/2347795</doi><tpages>12</tpages></addata></record> |
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subjects | Analytical estimating Applied sciences Bayesian inference Data sampling Estimators Exact sciences and technology Generalised Extreme Value distribution Goodness of fit Inference Maximum likelihood Maximum likelihood estimation Maximum likelihood estimators Nose distribution Operational research and scientific management Operational research. Management science Reliability theory. Replacement problems Sampling distributions Standard deviation Standard error Three‐parameter Weibull distribution Weakest link model |
title | A Comparison of Maximum Likelihood and Bayesian Estimators for the Three- Parameter Weibull Distribution |
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