MOMENT ESTIMATORS FOR WEIBULL PARAMETERS AND THEIR ASYMPTOTIC EFFICIENCIES.

Abstract

The classical method of moments for estimating distribution parameters, which consists in equating as many of the population moments as the number of unknown parameters to the corresponding sample moments, has been much appreciated, because it is quite easy to use and does not need any ordering of the observations. However, in some cases its efficiency is very poor, so it has to be used with some precaution. In order to elucidate this statement, formulas for the asymptotic efficiency of the most used estimators have been derived for the alternatives of one, two and three unknown parameters. Numerical values corresponding to several values of alpha and for the cases of one or two unknown parameters have been computed and are presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1969
Accession Number
AD0690162

Entities

People

  • Waloddi Weibull

Tags

DTIC Thesaurus Topics

  • Acquisition
  • Algorithms
  • Efficiency
  • Estimators
  • Method Of Moments
  • Observation

Fields of Study

  • Mathematics

Readers

  • Statistical inference.