完全数据下Weibull分布参数的极大似然估计

Complete Data Parameters Estimation Under Weibull Distribution

在完全数据条件下对Weibull分布,分别使用Newton-Raphson算法、CM算法及修正的CM算法进行完全数据Weibull分布参数的极大似然估计计算,并且在得到相应的迭代公式后,进行随机模拟.从模拟结果来分析这三种算法在处理Weibull分布参数的极大似然估计的优良性.

For complete data of Weibull distribution parameters,Newton-Raphson algorithm and CM algorithm were used,at the same time amended CM algorithm was put forward.At the base of the outcome of stochastic simulation,differences and applicability in three algorithms were given.