摘要
Let X<sub>1</sub>, X<sub>2</sub>, …, X<sub>n</sub> be i.i.d, with common two-parameter Weibull distribution; that is,W(x)=1-exp(-λx<sup>β</sup>), where λ】0 is scale parameter, and β】0 is sharp parameter. Weibull distribution is very important in reliability theory. How to estimate sharp parameter is the key problem in Weibull data analysis. There are many methods to estimate it, such as maximum likelihood estimation. Fang stated a method to estimate it by using properties of moments.In this note we will propose a new method by using the relation between exponential distribution moments.
基金
Project supported by the National Natural Science Foundation of China
National Science Foundation of Beijng.