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Estimation of Weibull Parameters from Common Percentiles

机译:从常见百分位数估计威布尔参数

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摘要

Estimation of Weibull distribution shape and scale parameters is accomplished through use of symmetrically located percentiles from a sample. The process requires algebraic solution of two equations derived from the cumulative distribution function. Three alternatives examined are compared for precision and variability with maximum likelihood (MLE) and least squares (LS) estimators. The best percentile estimator (using the 10th and 90th) is inferior to MLE in variability and to one least squares estimator in accuracy and variability to a small degree. However, application of a correction factor related to sample size improves the percentile estimator substantially, making it more accurate than LS.
机译:威布尔分布形状和比例参数的估计是通过使用样本中对称分布的百分位数来完成的。该过程需要从累积分布函数导出的两个方程的代数解。使用最大似然(MLE)和最小二乘(LS)估计量比较了所检查的三个替代方案的精度和可变性。最佳百分位数估算器(使用第10位和第90位)在变异性方面不及MLE,在准确性和变异性方面也仅次于最小二乘估计。但是,应用与样本大小相关的校正因子可以显着改善百分位数估算器,使其比LS更准确。

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