Finding maximum likelihood estimators for the three-parameter Weibull distribution

DOI10.1007/BF01096687zbMath0807.62021OpenAlexW2042084188MaRDI QIDQ1342904

Pierre Hansen, Brigitte Jaumard, Eric Gourdin

Publication date: 9 February 1995

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01096687

zbMATH Keywords

decompositionprojectionboundsmaximum likelihood estimatorsfirst order derivativeglobal optimization algorithmthree-parameter Weibull distributionunivariate optimizationbranch-and-bound schemefirst order conditionsright censored samples

Mathematics Subject Classification ID

Point estimation (62F10) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Comparison of estimation methods for the Weibull distribution ⋮ On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation ⋮ A global optimisation approach for parameter estimation of a mixture of double Pareto lognormal and lognormal distributions ⋮ A study of the number of solutions of the system of the log-likelihood equations for the 3-parameter Weibull distribution. ⋮ Percentile estimators for the three-parameter weibull distribution for use when all parameters are unknown ⋮ Parameter estimation of three-parameter Weibull distribution based on progressively Type-II censored samples

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