Detail publikace

Asymptotic Comparison of Parameters Estimates of Two-parameter Weibull Distribution

KONEČNÁ, T. HÜBNEROVÁ, Z.

Anglický název

Asymptotic Comparison of Parameters Estimates of Two-parameter Weibull Distribution

Typ

Článek Scopus

Jazyk

en

Originální abstrakt

The Weibull distribution is frequently applied in various fields, ranging from economy, business, biology, to engineering. This paper aims at estimating the parameters of two-parameter Weibull distribution are determined. For this purpose, the method of quantiles (three different choices of quantiles) and Weibull probability plot method is utilized. The asymptotic covariance matrix of the parameter estimates is derived for both methods. For optimal random choices of quantiles, the variance, covariance and generalized variance is computed. The main contribution of this study is the introduction of the best choice of percentiles for the method of quantiles and the joint asymptotic efficiency comparison of applied methods.

Klíčová slova anglicky

Weibull distribution, estimation of parameters, method of quantiles, Weibull probability plot, asymptotic covariance matrix, joint asymptotic efficiency comparison

Vydáno

2019-02-28

Nakladatel

Mendel University Press

Místo

Brno

ISSN

1211-8516

Časopis

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

Ročník

67

Číslo

1

Strany od–do

253–263

Počet stran

12

BIBTEX


@article{BUT156156,
  author="Tereza {Konečná} and Zuzana {Hübnerová}",
  title="Asymptotic Comparison of Parameters Estimates of Two-parameter Weibull Distribution",
  journal="Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis",
  year="2019",
  volume="67",
  number="1",
  pages="253--263",
  doi="10.11118/actaun201967010253",
  issn="1211-8516",
  url="https://acta.mendelu.cz/67/1/0253/"
}