Maximum-likelihood and minimum-distance estimates were compared for the three-parameter Weibull distribution. Six estimation techniques were developed by using combinations of maximum-likelihood and minimum-distance estimation. The minimum-distance estimates were made using both the Anderson-Darling and Cramer-Von Mises goodness-of-fit statistics. The estimators were tested by Monte Carlo simulation. For each set of parameters and sample size, 1000 data sets were generated and evaluated. Five evaluation criteria were calculated; they measured both the precision of estimating the population parameters and the discrepancy between the estimated and population Cdfs. The robustness of the estimation techniques was tested by fitting Weibull Cdfs to data from other distributions. Whether the data were Weibull or generated from other distributions, minimum-distance estimation using the Anderson-Darling goodness-of-fit statistic on the location parameter and maximum likelihood on the shape and scale parameters was the best or close to the best estimation technique.
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