A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution. (Q1928179)
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scientific article; zbMATH DE number 6121200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution. |
scientific article; zbMATH DE number 6121200 |
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A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution. (English)
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2 January 2013
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In the case of the three parameter Weibull distribution, which plays an important role in life testing and reliability theory, the author considers the system of the log-likelihood equations of the parameters. First, using a solution of the log-likelihood equation on a scale parameter, the shape parameter is derived as a certain form of a function of a location parameter from the log-likelihood equations on a shape and a location parameter. Next, the form of the function of a location parameter and the expression of the form as the location parameter tends to \(-\infty\) are given. Substituting the form into the log-likelihood equation on a shape parameter, the determination of the number of solutions is discussed. Some concrete examples are also given.
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Hessian matrix
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maximum likelihood estimator
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stationary values
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0.87406284
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0.8694694
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0.8615104
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0.8559742
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