Estimation for two-parameter weibull distribution and extreme-value distribution under multiply type-II censoring |
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Authors: | Heliang Fei Fanhui Kong Yingcai Tang |
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Affiliation: | 1. Department of Mathematics , Shanghai Normal University , Shanghai, 200234, China;2. Department of Mathematics and Statistics , University of Maryland Baltimore County , Baltimore, MD, 21228, USA |
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Abstract: | Compared to Type-II censoring, multiply Type-II censoring is a more general, yet mathematically and numerically much more complicated censoring scheme. For multiply Type II censored data from a two-parameter Weibull distribution, we propose several estimators, including MLE, approximate MLE, and estimators corresponding to the BLUE and BLIE from estimating parameters in extreme-value distribution. An approximately unbiased estimator for the shape parameter is also proposed which has the smallest MSE. Numerical examples show that this estimator is the best in terms of bias and MSE. Numerical examples also show that the approximate MLE which admits a closed form is better for estimating the scale parameter. |
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Keywords: | Weibull distribution extreme-value distribution multiply type II censoring MLE approximate MLE BLUE BLIE |
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