A simulation study of some simple estimators for the three-parameter weibull distribution

摘要

Analytic estimates of the three Weibull parameters are important to the practitioners for their simplicity and to the analyst as starting points of iterative procedures for obtaining better estimates, e.g. MLE. This paper examines more than seventeen simple Weibull estimators. Their accuracy (in a MSE sense) is evaluated on a set of randomly generated three-parameter Weibull problems. The most accurate (simple percentile) estimator is identified for the location, the scale and the shape parameter.