Weighted Maximum Likelihood Approach for Robust Estimation: Weibull Model

Mahfuzur Rahman Khokan, Wasimul Bari, Jafar A Khan

Abstract

A robust weighted maximum likelihood (WML) estimation approach is proposed for the Weibull model in the presence of outliers. Extensive simulation studies are conducted to examine the performance of the proposed approach and simulated results reveals that the WML approach provides better results compared to the usual maximum likelihood (ML) approach in the presence of outliers.

DOI: http://dx.doi.org/10.3329/dujs.v61i2.17061

Dhaka Univ. J. Sci. 61(2): 153-156, 2013 (July)

Keywords

Bias and risk; Outlier; Robustness; Weibull model; Weighted maximum likelihood

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DOI: http://dx.doi.org/10.3329/dujs.v61i2.17061

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