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Journal of Korean Society for Quality Management 2010;38(4): 480-. |
와이블 분포와 정시중단 하에서의 MLE와 LSE의 정확도 비교 |
김성일1, 박민용1, 박정원2 |
1한양대학교 산업공학과 2한국산업기술시험원 |
A Comparison of Estimation Methods for Weibull Distribution and Type I Censoring |
Seong-Il Kim1, Min-Yong Park1, Jung-Won Park2 |
1Hanyang University Department of Industrial Engineering 2Korea Testing Laboratory |
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ABSTRACT |
In this paper, two estimation methods(least square estimation and maximum likelihood estimation) were compared for Weibull distribution and Type I censoring. Data obtained by Monte Carlo simulation were analyzed using two estimation methods and analysis results were compared by MSE(Mean Squared Error). Comparison results show that maximum likelihood estimator is better for censored data and complete data with more than 30 samples and least square estimator is better for small size complete data(less than and equal to 20 samples). |
Key Words:
Weibull Distribution;Type I Censoring;Least Square Estimator;Maximum Likelihood Estimator; |
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