MLE of Three-Parameter Weibull Distribution in Multi-Data Types
An algorithm is presented for maximum likelihood estimation (MLE) of three-parameter Weibull distribution in this paper, which is not only suitable for uncensored data but also appropriate for various censored data. Firstly, a unified likelihood equation under censored data and uncensored data was built. Here, the second-order convergent Newton-Raphson iteration method was applied to solve the MLE of two-parameter Weibull distribution, which had only scale parameter and shape parameter with a given positional parameter. Then, the steady and rapid Brent search method was applied to solve the optimal solution of the likelihood function just with a single variable of positional parameter. Finally, several examples were given to demonstrate the stability and efficiency of this algorithm.
Qingxue Huang, Cunlong Zhou, Zhengyi Jiang, Jianmei Wang, Hailian Gui, Lifeng Ma, Lidong Ma, Yugui Li and Chunjiang Zhao
Y. J. Wang et al., "MLE of Three-Parameter Weibull Distribution in Multi-Data Types", Advanced Materials Research, Vol. 145, pp. 37-42, 2011