Statistics – Methodology
Scientific paper
2009-06-26
Statistics
Methodology
5 pages, 4 figures
Scientific paper
For the basic maximum likelihood estimating function of the two parameters Weibull distribution, a simple proof on its global monotonicity is given to ensure the existence and uniqueness of its solution. The boundary of the function's first-order derivative is defined based on its scale-free property. With a bounded derivative, the possible range of the root of this function can be determined. A novel root-finding algorithm employing these established results is proposed accordingly, its convergence is proved analytically as well. Compared with other typical algorithms for this problem, the efficiency of the proposed algorithm is also demonstrated by numerical experiments.
Li Wenyuan
Mao DeTao
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