三参数Weibull分布的渐近广义最小二乘估计

Approximated General Least Squares Estimators of Three-parameter Weibull Distributions

三参数Ｗｅｉｂｕｌｌ分布是可靠性统计中一个极为重要的分布．本文将利用二步迭代方法给出分布中三个参数的一种渐近广义最小二乘估计，并进一步将结果推广至截尾和缺失数据场合．摸拟表明这种参数估计方法具有既简便又有效的优点．

The three parameter Weibull distribution is a very important distribution in reliability statistics. This paper presents a kind of aprroximated general least squares estimators of the distribution using a two-step iterative method. The result is extended to the censored and missing data cases. The simulation shows that the proposed method is both simple and efficient.