Comparison of Direct L-moments, L-moments and ML Estimation Methods for Weibull Distribution with Type-I Censoring | ||
| المجلة العلمية لقطاع کليات التجارة بجامعة الأزهر | ||
| Article 4, Volume 22, Issue 1, June 2019, Pages 49-72 PDF (8.41 M) | ||
| Document Type: المقالة الأصلية | ||
| DOI: 10.21608/jsfc.2019.246936 | ||
| Authors | ||
| Ghada A. El-Kelany* ; Hager A. Ibrahim | ||
| کلية التجارة بنات بالقاهرة - جامعة الأزهر - طريق النصر - أمام قاعة المؤتمرات - مدينة نصر - القاهرة الرقم البريدي / 11751 | ||
| Abstract | ||
| This paper presents a comparison of three different methods, Direct L-moments, L-moments via partial probability-weighted moments (PPWM) and maximum likelihood (ML) methods, respectively, to estimate the two parameters of Weibull distribution with Type-I censored data. These methods are compared in terms of estimate of the unknown parameters, relative bias and root of mean square error (RMSE) using Monte Carlo simulation to select the best method. Also, a real data set is considered to achieve the results. | ||
| Keywords | ||
| Censored Data; Estimation; Direct L-moments; L-moments; maximum likelihood; Weibull Distribution | ||
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