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On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
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Type
Academic journal
Author
Journal
한국통계학회 CSAM(Communications for Statistical Applications and Methods) Vol.23 No.3 KCI Accredited Journals SCOPUS
Published
2016.5
Pages
241 - 250 (10page)

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On the maximum likelihood estimators for parameters of a Weibull distribution under random censoring
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In this paper, we consider statistical inferences on the estimation of the parameters of a Weibull distribution when data are randomly censored. Maximum likelihood estimators (MLEs) and approximate MLEs are derived to estimate the parameters. We consider two cases for the censoring model: the assumption that the censoring distribution does not involve any parameters of interest and a censoring distribution that follows a Weibull distribution. A simulation study is conducted to compare the performances of the estimators. The result shows that the MLEs and the approximate MLEs are similar in terms of biases and mean square errors; in addition, the assumption of the censoring model has a strong influence on the estimation of scale parameter.
#approximate maximum likelihood estimators #Koziol-Green model #maximum likelihood estimators #power comparison #random censoring #Weibull distribution

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