Title
Discussion: Maximum Likelihood Estimation in the 3-parameter Weibull Distribution: A Look through the Generalized Extreme-value Distribution

Authors
S. Nadarajar, S. Kotz, and H. Hirose

Source
IEEE Trans., Dielectrics and Electrical Insulation, Vol.14, No.1, pp.257-260 (2007.2)

Abstract

MINIMA and MAXIMA: the extreme-value models for maxima and minima exist.

INITIAL GUESS in ITERATIVE METHOD: idea is similar to the continuation method

NEWTON METHOD & SCORE METHOD: there is a trade-off relationship between the fast convergence and the stable convergence.

SIMULATION STUDY: no obvious difference between the use of the observed information and the expected information


Key Words
PARAMETER-ESTIMATION; ORDER-STATISTICS; MODEL; INFERENCE; MOMENTS; INDEX; TAIL

Citation

 

Times Cited in Web of Science: 1

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Cited in Books:

WoS: IEEE TRANSACTIONS ON COMMUNICATIONS 巻: 59 号: 2 ページ: 603-612 DOI: 10.1109/TCOMM.2011.011811.100056 発行: FEB 2011

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