三参数威布尔分布的参数估计方法

Parameter Estimation of the Three-Parameter Weibull Distribution

给出三参数威布尔分布参数的分位数估计、拟矩估计和改良的极大似然估计，用随机模拟方法研究这些估计和简单估计等的优良性．在优选估计的基础上给出了可靠度的Ｂｏｏｔｓｔｒａｐ置信限．

The percentile estimate,inverse moment estimate, and modified maximum likelihood estimate of the three-patameter Weibull distribution are presented. Then, with the help of Monte-Carlo simulation in senses of bias and mean square error, the advantages of the three estimates and simple estimate are studied. Finally, based on the optimization point estimates of the three parameters, the Bootstrap confidence bounds of the reliability R(t) are provided,