In this short note, we derive a new bias adjusted maximum likelihood estimate for the shape parameter of the Weibull distribution with complete data and type I censored data. The proposed estimate of the shape parameter is significantly less biased and more efficient than the corresponding maximum likelihood estimate, while being simple to compute using existing maximum likelihood software procedures.
翻译:本文提出一种新的偏差校正极大似然估计方法,用于完整数据与I型截尾数据下威布尔分布形状参数的估计。与常规极大似然估计相比,本文所提形状参数估计量在保持利用现有极大似然计算程序简便性的同时,显著降低了估计偏差并提高了估计效率。