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Estimation of Weibull parameters from common percentiles

Author

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  • Neil Marks

Abstract

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.

Suggested Citation

  • Neil Marks, 2005. "Estimation of Weibull parameters from common percentiles," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(1), pages 17-24.
    • Handle: RePEc:taf:japsta:v:32:y:2005:i:1:p:17-24
    DOI: 10.1080/0266476042000305122
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    Citations

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    Cited by:

    1. Marc Artzrouni & Eva Deuchert, 2010. "Do Men and Women Have the Same Average Number of Lifetime Partners?," Mathematical Population Studies, Taylor & Francis Journals, vol. 17(4), pages 242-256.
    2. Min Wang & Jing Zhao & Xiaoqian Sun & Chanseok Park, 2013. "Robust explicit estimation of the two-parameter Birnbaum--Saunders distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(10), pages 2259-2274, October.
    3. Kris Boudt & Derya Caliskan & Christophe Croux, 2011. "Robust explicit estimators of Weibull parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 187-209, March.

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