PENDUGAAN PARAMETER DISTRIBUSI GENERALIZED WEIBULL DENGAN MENGGUNAKAN METODE KEMUNGKINAN MAKSIMUM
In this paper we discuss procedures of a maximum likelihood method in estimating parameters of generalized Weibull distribution. To assess unbiased properties we develop Monte Carlo Simulation. We show that how Newton-Raphson iterations can be utilized in the maximum likelihood method. We also demonstrate that the bias of maximum likelihood estimates of the parameters is smaller as the sample size increases, and the confident intervals is shorter as the sample size increases.
Keywords:generalized Weibull distribution, maximum likelihood method, Monte Carlo Simulation, Newton-Raphson iterations
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