Fk. Wang et Jb. Keats, IMPROVED PERCENTILE ESTIMATION FOR THE 2-PARAMETER WEIBULL DISTRIBUTION, Microelectronics and reliability, 35(6), 1995, pp. 883-892
This paper presents an improvement of a technique recently published t
o estimate the parameters of the two-parameter Weibull distribution. A
simple percentile method is used to estimate the two parameters. Comp
uter simulation is employed to compare the proposed method with the ma
ximum likelihood estimation and graphical methods results. A set of fr
equently-used and newer expressions for estimating the cumulative dens
ity are examined. Comparisons are made with both complete and censored
data. The primary advantage of the method is its computational simpli
city. Results indicate that with respect to Mean Square Error and esti
mation of the characteristic value with complete data, the percentile
method cannot outperform the maximum likelihood method, although diffe
rences are minor in many instances. However, with censored data, impro
vements over the maximum likelihood are observed. When the shape param
eter is estimated, the percentile method is quite competitive with tha
t of maximum likelihood for both complete and censored data under a va
riety of conditions.