Efficient estimation of quantiles for Weibull distribution.

Authors

  • J. Tiago De Olivetira Faculty of Sciences of Lisbon

Keywords:

Weibull distribution, estimation of quantiles, shape parameter, asymptotic behaviour, efficiency

Abstract

It is well known that statistical decision for Weibull distribution when the shape parameter a < 2 has various difficulties. In this paper, an asymptotically normal estimator of any quantile for probabilities different from 0 and 1is given and shown that has asymptotic efficiency a when a < 2; the same estimator for a = 2 is shown not to be asymptotically normal and with asymptotic efficiency lower than 1.

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Published

1982-12-01

How to Cite

Tiago De Olivetira, J. (1982). Efficient estimation of quantiles for Weibull distribution. JORBEL - Belgian Journal of Operations Research, Statistics, and Computer Science, 22(4), 3–10. Retrieved from https://orbel.be/jorbel/index.php/jorbel/article/view/415

Issue

Vol. 22 No. 4 (1982)

Section

Articles