IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v52y2008i9p4502-4511.html
   My bibliography  Save this article

On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution

Author

Listed:
  • Jukic, Dragan
  • Bensic, Mirta
  • Scitovski, Rudolf

Abstract

The problem of nonlinear weighted least squares fitting of the three-parameter Weibull distribution to the given data (wi,ti,yi), i=1,...,n, is considered. The part wi>0 of the data stands for the data weights. It is shown that the best least squares estimate exists provided that the data satisfy just the following two natural conditions: (i) 0

Suggested Citation

  • Jukic, Dragan & Bensic, Mirta & Scitovski, Rudolf, 2008. "On the existence of the nonlinear weighted least squares estimate for a three-parameter Weibull distribution," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4502-4511, May.
  • Handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4502-4511
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-9473(08)00158-8
    Download Restriction: Full text for ScienceDirect subscribers only.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Demidenko, Eugene, 2006. "Criteria for global minimum of sum of squares in nonlinear regression," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1739-1753, December.
    2. Richard L. Smith & J. C. Naylor, 1987. "A Comparison of Maximum Likelihood and Bayesian Estimators for the Three‐Parameter Weibull Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(3), pages 358-369, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Nagatsuka, Hideki & Kamakura, Toshinari & Balakrishnan, N., 2013. "A consistent method of estimation for the three-parameter Weibull distribution," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 210-226.
    2. Tibor KPogany, 2018. "On a statistical approximation model of probabilitydensity function of non-negative random variables," Biostatistics and Biometrics Open Access Journal, Juniper Publishers Inc., vol. 8(4), pages 69-72, November.
    3. Örkcü, H. Hasan & Aksoy, Ertugˇrul & Dogˇan, Mustafa İsa, 2015. "Estimating the parameters of 3-p Weibull distribution through differential evolution," Applied Mathematics and Computation, Elsevier, vol. 251(C), pages 211-224.
    4. Örkcü, H. Hasan & Özsoy, Volkan Soner & Aksoy, Ertugrul & Dogan, Mustafa Isa, 2015. "Estimating the parameters of 3-p Weibull distribution using particle swarm optimization: A comprehensive experimental comparison," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 201-226.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Rubio, F.J. & Steel, M.F.J., 2011. "Inference for grouped data with a truncated skew-Laplace distribution," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3218-3231, December.
    2. Boikanyo Makubate & Fastel Chipepa & Broderick Oluyede & Peter O. Peter, 2021. "The Marshall-Olkin Half Logistic-G Family of Distributions With Applications," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 10(2), pages 120-120, March.
    3. Haitham M. Yousof & Yusra Tashkandy & Walid Emam & M. Masoom Ali & Mohamed Ibrahim, 2023. "A New Reciprocal Weibull Extension for Modeling Extreme Values with Risk Analysis under Insurance Data," Mathematics, MDPI, vol. 11(4), pages 1-26, February.
    4. A. A. Ogunde & S. T. Fayose & B. Ajayi & D. O. Omosigho, 2020. "Properties, Inference and Applications of Alpha Power Extended Inverted Weibull Distribution," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 1-90, November.
    5. Mukhtar M. Salah & M. El-Morshedy & M. S. Eliwa & Haitham M. Yousof, 2020. "Expanded Fréchet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing," Mathematics, MDPI, vol. 8(11), pages 1-29, November.
    6. V. Filimonov & G. Demos & D. Sornette, 2017. "Modified profile likelihood inference and interval forecast of the burst of financial bubbles," Quantitative Finance, Taylor & Francis Journals, vol. 17(8), pages 1167-1186, August.
    7. Eugene Demidenko, 2017. "Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 44(3), pages 636-665, September.
    8. Yuanhua Feng & Wolfgang Karl Härdle, 2021. "Uni- and multivariate extensions of the sinh-arcsinh normal distribution applied to distributional regression," Working Papers CIE 142, Paderborn University, CIE Center for International Economics.
    9. Joarder, Avijit & Krishna, Hare & Kundu, Debasis, 2011. "Inferences on Weibull parameters with conventional type-I censoring," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 1-11, January.
    10. Hadeel Klakattawi & Dawlah Alsulami & Mervat Abd Elaal & Sanku Dey & Lamya Baharith, 2022. "A new generalized family of distributions based on combining Marshal-Olkin transformation with T-X family," PLOS ONE, Public Library of Science, vol. 17(2), pages 1-29, February.
    11. Sandeep Kumar Maurya & Saralees Nadarajah, 2021. "Poisson Generated Family of Distributions: A Review," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 484-540, November.
    12. Hassan M. Okasha & Abdulkareem M. Basheer & A. H. El-Baz, 2021. "Marshall–Olkin Extended Inverse Weibull Distribution: Different Methods of Estimations," Annals of Data Science, Springer, vol. 8(4), pages 769-784, December.
    13. Dragan Jukić & Kristian Sabo, 2021. "An existence criterion for the nonlinear $$\ell _p$$ ℓ p -norm fitting problem," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 29(3), pages 957-966, September.
    14. Acitas, Sukru & Aladag, Cagdas Hakan & Senoglu, Birdal, 2019. "A new approach for estimating the parameters of Weibull distribution via particle swarm optimization: An application to the strengths of glass fibre data," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 116-127.
    15. Ahtasham Gul & Muhammad Mohsin & Muhammad Adil & Mansoor Ali, 2021. "A modified truncated distribution for modeling the heavy tail, engineering and environmental sciences data," PLOS ONE, Public Library of Science, vol. 16(4), pages 1-24, April.
    16. Abdulrahman Abouammoh & Mohamed Kayid, 2020. "A New Family of Extended Lindley Models: Properties, Estimation and Applications," Mathematics, MDPI, vol. 8(12), pages 1-13, December.
    17. Georgalos, Konstantinos, 2024. "Gender effects for loss aversion: A reconsideration," Journal of Economic Psychology, Elsevier, vol. 105(C).
    18. Shahram Yaghoobzadeh, 2017. "A new generalization of the Marshall–Olkin Gompertz distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 8(2), pages 1580-1587, November.
    19. Ashish Kumar Shukla & Sakshi Soni & Kapil Kumar, 2023. "An inferential analysis for the Weibull-G family of distributions under progressively censored data," OPSEARCH, Springer;Operational Research Society of India, vol. 60(3), pages 1488-1524, September.
    20. Morais, Alice Lemos & Barreto-Souza, Wagner, 2011. "A compound class of Weibull and power series distributions," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1410-1425, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2008:i:9:p:4502-4511. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.