Percentile Estimators for the Parameters of the Weibull Distribution

Abstract

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New Estimators for Weibull Distribution Parameters: Comprehensive Comparative Study for Weibull Distribution

“…respectively, where 0 < x p < x 0.632 . The suggested values for p are 0.15 (see Wang and Keats (1995)) and 0.31, see (Seki and Yokoyama (1996) and Hassanein (1971)). Statistical tools show that percentile-based estimators are, in general, asymptotically normal and unbiased, see Wayne (1982).…”

Large deviations for method-of-quantiles estimators of one-dimensional parameters

“…Inference via quantiles goes back to (Aitchinson and Brown 1957) where the authors consider an estimation problem for a three-parameter log-normal distribution; their approach consists in minimizing a suitable distance between the theoretical and empirical quantiles, see for instance (Koenker 2005). Successive papers deal with the estimation of parameters of extreme value (see (Hassanein 1969a) and (Hassanein 1972)), logistic (see (Hassanein 1969b)) and Weibull (see (Hassanein 1971)) distributions. A more recent reference is (Castillo and Hadi 1995) where several other distributions are studied.…”