Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
نویسندگان
چکیده
We present a new family of estimators of the Weibull tail-coefficient. The Weibull tail-coefficient is defined as the regular variation coefficient of the inverse failure rate function. Our estimators are based on a linear combination of log-spacings of the upper order statistics. Their asymptotic normality is established and illustrated for two particular cases of estimators in this family. Their finite sample performances are presented on a simulation study.
منابع مشابه
Comparison of three Estimation Procedures for Weibull Distribution based on Progressive Type II Right Censored Data
In this paper, based on the progressive type II right censored data, we consider estimates of MLE and AMLE of scale and shape parameters of weibull distribution. Also a new type of parameter estimation, named inverse estimation, is introdued for both shape and scale parameters of weibull distribution which is used from order statistics properties in it. We use simulations and study the biases a...
متن کاملWeibull tail-distributions revisited: a new look at some tail estimators
In this paper, we propose to include Weibull tail-distributions in a more general family of distributions. In particular, the considered model also encompasses the whole Fréchet maximum domain of attraction as well as log-Weibull tail-distributions. The asymptotic normality of some tail estimators based on the log-spacings between the largest order statistics is established in a unified way wit...
متن کاملEstimation of Location and Scale Parameters of Weibull Distribution Using Generalized Order Statistics under Type II Singly and Doubly Censored Data
In this research paper, we have discussed the estimation of location and scale parameters of Weibull distribution using concept of generalized order statistics by the best linear unbiased estimator (BLUE) and an alternative linear estimates (Gupta) from Type II singly and doubly censored samples. Tables of coefficients for best linear estimator and alternative estimator of μ and λ have been obt...
متن کاملRecurrence Relations for Moment Generating Functions of Generalized Order Statistics Based on Doubly Truncated Class of Distributions
In this paper, we derived recurrence relations for joint moment generating functions of nonadjacent generalized order statistics (GOS) of random samples drawn from doubly truncated class of continuous distributions. Recurrence relations for joint moments of nonadjacent GOS (ordinary order statistics (OOS) and k-upper records (k-RVs) as special cases) are obtained. Single and product moment gene...
متن کاملBayes Interval Estimation on the Parameters of the Weibull Distribution for Complete and Censored Tests
A method for constructing confidence intervals on parameters of a continuous probability distribution is developed in this paper. The objective is to present a model for an uncertainty represented by parameters of a probability density function. As an application, confidence intervals for the two parameters of the Weibull distribution along with their joint confidence interval are derived. The...
متن کامل